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 | 1.05% | 94.31 % | 95.31 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,720 EUR | 95,720 EUR | 100.00% | 100.00% |
19/11/2024 | 1.05% | 94.67 % | 95.67 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,668 EUR | 95,668 EUR | 100.00% | 100.00% |
18/11/2024 | 1.04% | 95.27 % | 96.27 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,327 EUR | 96,327 EUR | 100.00% | 100.00% |
15/11/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,785 EUR | 96,785 EUR | 100.00% | 100.00% |
14/11/2024 | 1.04% | 95.57 % | 96.57 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,378 EUR | 96,378 EUR | 100.00% | 100.00% |
13/11/2024 | 1.05% | 94.60 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,830 EUR | 95,830 EUR | 99.03% | 99.03% |
12/11/2024 | 1.04% | 94.73 % | 95.73 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,271 EUR | 96,271 EUR | 100.00% | 100.00% |
11/11/2024 | - | 96.57 % | 97.57 % | 100,000 | 100,000 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 0.00% |
08/11/2024 | 1.04% | 96.09 % | 97.09 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,944 EUR | 96,944 EUR | 100.00% | 100.00% |
07/11/2024 | 1.03% | 96.27 % | 97.27 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,687 EUR | 97,687 EUR | 100.00% | 100.00% |