Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 1.26% | 77.85 % | 78.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,734 EUR | 79,734 EUR | 95.68% | 95.68% |
19/11/2024 | 1.26% | 78.90 % | 79.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,962 EUR | 79,962 EUR | 93.70% | 93.70% |
18/11/2024 | 1.24% | 80.50 % | 81.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,292 EUR | 81,292 EUR | 76.36% | 76.36% |
15/11/2024 | 1.23% | 80.80 % | 81.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,608 EUR | 81,608 EUR | 92.37% | 92.37% |
14/11/2024 | 1.25% | 79.60 % | 80.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,513 EUR | 80,513 EUR | 29.04% | 29.04% |
13/11/2024 | 1.25% | 76.90 % | 77.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,425 EUR | 80,425 EUR | 73.47% | 73.47% |
12/11/2024 | 1.21% | 80.70 % | 81.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,881 EUR | 82,881 EUR | 50.79% | 50.79% |
11/11/2024 | 1.21% | 82.40 % | 83.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,968 EUR | 82,968 EUR | 61.55% | 61.55% |
08/11/2024 | 1.22% | 81.05 % | 82.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,452 EUR | 82,452 EUR | 84.89% | 84.89% |
07/11/2024 | 1.19% | 84.00 % | 85.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,370 EUR | 84,370 EUR | 98.19% | 98.19% |