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 | 1.28% | 77.00 % | 78.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,769 EUR | 78,769 EUR | 98.15% | 98.15% |
19/11/2024 | 1.29% | 77.80 % | 78.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,928 EUR | 77,928 EUR | 93.70% | 93.70% |
18/11/2024 | 1.25% | 79.95 % | 80.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,526 EUR | 80,526 EUR | 75.24% | 75.24% |
15/11/2024 | 1.22% | 80.55 % | 81.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,259 EUR | 82,259 EUR | 92.11% | 92.11% |
14/11/2024 | 1.21% | 82.45 % | 83.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,242 EUR | 83,242 EUR | 29.51% | 29.51% |
13/11/2024 | 1.26% | 78.05 % | 79.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,786 EUR | 79,786 EUR | 73.44% | 73.44% |
12/11/2024 | 1.24% | 79.30 % | 80.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,416 EUR | 81,416 EUR | 51.07% | 51.07% |
11/11/2024 | 1.23% | 81.35 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,705 EUR | 81,705 EUR | 79.45% | 79.45% |
08/11/2024 | 1.25% | 78.90 % | 79.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,265 EUR | 80,265 EUR | 84.79% | 84.79% |
07/11/2024 | 1.21% | 82.40 % | 83.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,194 EUR | 83,194 EUR | 99.16% | 99.16% |