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 | 1.22% | 80.70 % | 81.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,680 EUR | 82,680 EUR | 98.15% | 98.15% |
19/11/2024 | 1.22% | 81.45 % | 82.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,721 EUR | 82,721 EUR | 93.70% | 93.70% |
18/11/2024 | 1.22% | 81.90 % | 82.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,260 EUR | 82,260 EUR | 75.89% | 75.89% |
15/11/2024 | 1.18% | 83.25 % | 84.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,147 EUR | 85,147 EUR | 92.52% | 92.52% |
14/11/2024 | 1.15% | 86.20 % | 87.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,140 EUR | 87,140 EUR | 29.77% | 29.77% |
13/11/2024 | 1.21% | 82.05 % | 83.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,029 EUR | 83,029 EUR | 73.83% | 73.83% |
12/11/2024 | 1.19% | 82.75 % | 83.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,225 EUR | 84,225 EUR | 51.24% | 51.24% |
11/11/2024 | 1.20% | 82.75 % | 83.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,808 EUR | 83,808 EUR | 62.97% | 62.97% |
08/11/2024 | 1.22% | 81.60 % | 82.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,663 EUR | 82,663 EUR | 86.79% | 86.79% |
07/11/2024 | 1.22% | 81.80 % | 82.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,479 EUR | 82,479 EUR | 99.16% | 99.16% |