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 | 2.22% | 69.90 % | 70.70 % | 250,000 | 250,000 | 71,910 | 71,910 | 49,771 EUR | 50,533 EUR | 97.94% | 97.94% |
19/11/2024 | 2.44% | 70.30 % | 71.30 % | 250,000 | 250,000 | 74,077 | 74,077 | 52,021 EUR | 52,945 EUR | 100.00% | 100.00% |
18/11/2024 | 2.52% | 70.50 % | 71.50 % | 250,000 | 250,000 | 74,165 | 74,165 | 50,541 EUR | 51,466 EUR | 100.00% | 100.00% |
15/11/2024 | 2.17% | 67.90 % | 68.70 % | 250,000 | 250,000 | 74,111 | 74,111 | 51,314 EUR | 52,090 EUR | 100.00% | 100.00% |
14/11/2024 | 2.20% | 67.50 % | 68.30 % | 250,000 | 250,000 | 73,647 | 73,647 | 50,768 EUR | 51,538 EUR | 100.00% | 100.00% |
13/11/2024 | 2.50% | 71.80 % | 72.80 % | 250,000 | 250,000 | 74,055 | 74,055 | 52,350 EUR | 53,274 EUR | 100.00% | 100.00% |
12/11/2024 | 2.48% | 65.60 % | 66.60 % | 250,000 | 250,000 | 73,164 | 73,164 | 49,457 EUR | 50,368 EUR | 100.00% | 100.00% |
11/11/2024 | 2.08% | 70.90 % | 71.70 % | 250,000 | 250,000 | 74,171 | 74,171 | 53,442 EUR | 54,219 EUR | 100.00% | 100.00% |
08/11/2024 | 2.04% | 71.90 % | 72.70 % | 250,000 | 250,000 | 73,873 | 73,873 | 54,397 EUR | 55,170 EUR | 100.00% | 100.00% |
07/11/2024 | 2.38% | 74.90 % | 75.90 % | 250,000 | 250,000 | 70,676 | 70,676 | 52,709 EUR | 53,576 EUR | 99.23% | 99.23% |