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 | 1.12% | 87.85 % | 88.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,906 EUR | 89,906 EUR | 98.15% | 98.15% |
19/11/2024 | 1.11% | 89.35 % | 90.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,318 EUR | 90,318 EUR | 93.70% | 93.70% |
18/11/2024 | 1.11% | 89.45 % | 90.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,297 EUR | 90,297 EUR | 75.90% | 75.90% |
15/11/2024 | 1.11% | 89.25 % | 90.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,465 EUR | 90,465 EUR | 92.45% | 92.45% |
14/11/2024 | 1.11% | 89.90 % | 90.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,950 EUR | 90,950 EUR | 28.98% | 28.98% |
13/11/2024 | 1.10% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,491 EUR | 91,491 EUR | 63.66% | 63.66% |
12/11/2024 | 1.06% | 93.95 % | 94.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,001 EUR | 95,001 EUR | 19.50% | 19.50% |
11/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,481 EUR | 99,481 EUR | 79.32% | 79.32% |
08/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,996 EUR | 98,996 EUR | 86.99% | 86.99% |
07/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,562 EUR | 99,562 EUR | 99.16% | 99.16% |