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 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,181 EUR | 104,181 EUR | 98.15% | 98.15% |
19/11/2024 | 0.97% | 102.90 % | 103.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,773 EUR | 103,773 EUR | 93.69% | 93.69% |
18/11/2024 | 0.96% | 103.30 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,224 EUR | 104,224 EUR | 74.18% | 74.18% |
15/11/2024 | 0.96% | 103.30 % | 104.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,330 EUR | 104,330 EUR | 92.09% | 92.09% |
14/11/2024 | 0.97% | 103.10 % | 104.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,928 EUR | 103,928 EUR | 63.66% | 63.66% |
13/11/2024 | 0.96% | 103.00 % | 104.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,356 EUR | 104,356 EUR | 75.08% | 75.08% |
12/11/2024 | 0.96% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,250 EUR | 104,250 EUR | 51.65% | 51.65% |
11/11/2024 | 0.96% | 103.60 % | 104.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,515 EUR | 104,515 EUR | 79.08% | 79.08% |
08/11/2024 | 0.97% | 103.20 % | 104.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 103,025 EUR | 104,025 EUR | 86.85% | 86.85% |
07/11/2024 | 0.97% | 102.70 % | 103.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 102,392 EUR | 103,392 EUR | 98.70% | 98.70% |