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 | 1.35% | 73.00 % | 74.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,708 EUR | 74,708 EUR | 98.15% | 98.15% |
19/11/2024 | 1.35% | 73.60 % | 74.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,799 EUR | 74,799 EUR | 93.70% | 93.70% |
18/11/2024 | 1.35% | 73.95 % | 74.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,434 EUR | 74,434 EUR | 74.78% | 74.78% |
15/11/2024 | 1.31% | 75.00 % | 76.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,718 EUR | 76,718 EUR | 91.69% | 91.69% |
14/11/2024 | 1.28% | 77.45 % | 78.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,409 EUR | 78,409 EUR | 29.51% | 29.51% |
13/11/2024 | 1.34% | 74.00 % | 75.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,086 EUR | 75,086 EUR | 75.15% | 75.15% |
12/11/2024 | 1.32% | 74.65 % | 75.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,980 EUR | 75,980 EUR | 50.76% | 50.76% |
11/11/2024 | 1.33% | 74.60 % | 75.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,671 EUR | 75,671 EUR | 78.84% | 78.84% |
08/11/2024 | 1.34% | 73.80 % | 74.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,891 EUR | 74,891 EUR | 87.17% | 87.17% |
07/11/2024 | 1.35% | 74.05 % | 75.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,809 EUR | 74,809 EUR | 99.16% | 99.16% |