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 | 0.79% | 92.40 % | 93.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,732 EUR | 56,175 EUR | 100.00% | 100.00% |
19/11/2024 | 0.79% | 92.19 % | 92.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,534 EUR | 55,974 EUR | 100.00% | 100.00% |
18/11/2024 | 0.79% | 93.89 % | 94.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,125 EUR | 56,569 EUR | 100.00% | 100.00% |
15/11/2024 | 0.79% | 93.49 % | 94.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,225 EUR | 56,671 EUR | 100.00% | 100.00% |
14/11/2024 | 0.79% | 93.46 % | 94.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,613 EUR | 56,055 EUR | 99.68% | 99.68% |
13/11/2024 | 0.79% | 91.87 % | 92.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,106 EUR | 55,544 EUR | 100.00% | 100.00% |
12/11/2024 | 0.79% | 91.90 % | 92.63 % | 60,000 | 60,000 | 60,000 | 60,000 | 55,908 EUR | 56,352 EUR | 99.00% | 99.00% |
11/11/2024 | 0.79% | 94.47 % | 95.22 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,847 EUR | 57,297 EUR | 84.63% | 84.63% |
08/11/2024 | 0.79% | 94.22 % | 94.97 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,802 EUR | 57,252 EUR | 96.07% | 96.07% |
07/11/2024 | 0.79% | 96.40 % | 97.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,246 EUR | 57,700 EUR | 95.05% | 95.05% |