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 | 1.55% | 103.70 % | 104.70 % | 500,000 | 500,000 | 143,695 | 143,695 | 149,027 EUR | 150,774 EUR | 97.95% | 97.95% |
19/11/2024 | 1.55% | 103.20 % | 104.20 % | 500,000 | 500,000 | 147,732 | 147,732 | 152,370 EUR | 154,153 EUR | 100.00% | 100.00% |
18/11/2024 | 1.37% | 103.20 % | 104.00 % | 500,000 | 500,000 | 147,388 | 147,388 | 151,962 EUR | 153,446 EUR | 100.00% | 100.00% |
15/11/2024 | 2.63% | 102.50 % | 103.30 % | 500,000 | 500,000 | 146,961 | 146,961 | 150,809 EUR | 152,936 EUR | 100.00% | 100.00% |
14/11/2024 | 2.08% | 102.10 % | 103.10 % | 500,000 | 500,000 | 140,931 | 140,931 | 143,756 EUR | 145,654 EUR | 98.48% | 98.48% |
13/11/2024 | 2.04% | 101.50 % | 103.60 % | 50,000 | 50,000 | 50,000 | 50,000 | 50,809 EUR | 51,858 EUR | 37.94% | 37.94% |
12/11/2024 | 0.81% | 101.20 % | 102.00 % | 500,000 | 500,000 | 148,057 | 148,057 | 150,052 EUR | 151,246 EUR | 100.00% | 100.00% |
11/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 148,327 | 148,327 | 151,229 EUR | 152,416 EUR | 100.00% | 100.00% |
08/11/2024 | 0.97% | 101.80 % | 102.80 % | 500,000 | 500,000 | 148,178 | 148,178 | 151,001 EUR | 152,483 EUR | 100.00% | 100.00% |
07/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 147,341 | 147,341 | 151,000 EUR | 152,474 EUR | 98.81% | 98.81% |