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 | 0.98% | 101.20 % | 102.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,157 EUR | 102,157 EUR | 98.15% | 98.15% |
19/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,860 EUR | 101,860 EUR | 93.69% | 93.69% |
18/11/2024 | 0.99% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,924 EUR | 101,924 EUR | 75.01% | 75.01% |
15/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,972 EUR | 101,972 EUR | 91.87% | 91.87% |
14/11/2024 | 0.98% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,122 EUR | 102,122 EUR | 63.60% | 63.60% |
13/11/2024 | 0.98% | 101.00 % | 102.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,024 EUR | 102,024 EUR | 75.07% | 75.07% |
12/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,297 EUR | 102,297 EUR | 51.62% | 51.62% |
11/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,386 EUR | 102,386 EUR | 79.03% | 79.03% |
08/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,278 EUR | 102,278 EUR | 87.06% | 87.06% |
07/11/2024 | 0.98% | 101.30 % | 102.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,146 EUR | 102,146 EUR | 99.16% | 99.16% |