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 | 2.54% | 69.40 % | 71.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,080 EUR | 179,580 EUR | 98.59% | 98.59% |
19/11/2024 | 2.53% | 70.40 % | 72.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 175,470 EUR | 179,970 EUR | 100.00% | 100.00% |
18/11/2024 | 2.40% | 73.40 % | 75.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 185,406 EUR | 189,906 EUR | 100.00% | 100.00% |
15/11/2024 | 2.28% | 76.30 % | 78.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 195,160 EUR | 199,660 EUR | 100.00% | 100.00% |
14/11/2024 | 2.23% | 80.70 % | 82.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 199,121 EUR | 203,621 EUR | 100.00% | 100.00% |
13/11/2024 | 2.26% | 76.40 % | 78.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 196,806 EUR | 201,306 EUR | 100.00% | 100.00% |
12/11/2024 | 2.39% | 81.30 % | 83.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,066 EUR | 212,066 EUR | 100.00% | 100.00% |
11/11/2024 | 2.15% | 83.00 % | 84.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 207,165 EUR | 211,665 EUR | 100.00% | 100.00% |
08/11/2024 | 2.24% | 79.30 % | 81.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 198,655 EUR | 203,155 EUR | 100.00% | 100.00% |
07/11/2024 | 2.17% | 81.20 % | 83.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 205,000 EUR | 209,500 EUR | 99.35% | 99.35% |