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 | 1.00% | 68.89 % | 69.59 % | 200,000 | 200,000 | 200,000 | 200,000 | 139,406 EUR | 140,806 EUR | 100.00% | 100.00% |
19/11/2024 | 1.00% | 69.53 % | 70.23 % | 200,000 | 200,000 | 200,000 | 200,000 | 139,550 EUR | 140,950 EUR | 89.36% | 89.36% |
18/11/2024 | 1.01% | 69.96 % | 70.66 % | 200,000 | 200,000 | 200,000 | 200,000 | 138,520 EUR | 139,920 EUR | 99.66% | 99.66% |
15/11/2024 | 0.97% | 71.10 % | 71.80 % | 200,000 | 200,000 | 200,000 | 200,000 | 144,181 EUR | 145,581 EUR | 99.98% | 99.98% |
14/11/2024 | 0.95% | 74.39 % | 75.09 % | 200,000 | 200,000 | 200,000 | 200,000 | 147,386 EUR | 148,786 EUR | 100.00% | 100.00% |
13/11/2024 | 1.00% | 69.65 % | 70.35 % | 200,000 | 200,000 | 200,000 | 200,000 | 139,351 EUR | 140,751 EUR | 100.00% | 100.00% |
12/11/2024 | 0.99% | 70.31 % | 71.01 % | 200,000 | 200,000 | 200,000 | 200,000 | 141,365 EUR | 142,765 EUR | 98.72% | 98.72% |
11/11/2024 | 0.99% | 70.19 % | 70.89 % | 200,000 | 200,000 | 200,000 | 200,000 | 140,522 EUR | 141,922 EUR | 99.99% | 99.99% |
08/11/2024 | 1.01% | 69.07 % | 69.77 % | 200,000 | 200,000 | 200,000 | 200,000 | 138,602 EUR | 140,002 EUR | 99.83% | 99.83% |
07/11/2024 | 1.01% | 69.42 % | 70.12 % | 200,000 | 200,000 | 200,000 | 200,000 | 138,193 EUR | 139,593 EUR | 100.00% | 100.00% |