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 | 1.30% | 76.00 % | 77.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,561 EUR | 77,561 EUR | 98.15% | 98.15% |
19/11/2024 | 1.31% | 75.80 % | 76.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,804 EUR | 76,804 EUR | 93.70% | 93.70% |
18/11/2024 | 1.28% | 77.70 % | 78.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,482 EUR | 78,482 EUR | 76.95% | 76.95% |
15/11/2024 | 1.28% | 77.35 % | 78.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,749 EUR | 78,749 EUR | 92.47% | 92.47% |
14/11/2024 | 1.30% | 77.00 % | 78.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,598 EUR | 77,598 EUR | 63.03% | 63.03% |
13/11/2024 | 1.32% | 74.80 % | 75.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,163 EUR | 76,163 EUR | 62.77% | 62.77% |
12/11/2024 | 1.29% | 76.55 % | 77.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,873 EUR | 77,873 EUR | 31.69% | 31.69% |
11/11/2024 | 1.26% | 79.05 % | 80.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,819 EUR | 79,819 EUR | 79.82% | 79.82% |
08/11/2024 | 1.25% | 78.80 % | 79.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,358 EUR | 80,358 EUR | 85.07% | 85.07% |
07/11/2024 | 1.22% | 82.15 % | 83.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,535 EUR | 82,535 EUR | 99.16% | 99.16% |