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 | 0.92% | 85.30 % | 86.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,138 EUR | 86,938 EUR | 98.58% | 98.58% |
19/11/2024 | 0.92% | 86.10 % | 86.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,239 EUR | 87,039 EUR | 100.00% | 100.00% |
18/11/2024 | 0.93% | 86.50 % | 87.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,864 EUR | 86,664 EUR | 100.00% | 100.00% |
15/11/2024 | 1.11% | 88.80 % | 89.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,568 EUR | 90,568 EUR | 100.00% | 100.00% |
14/11/2024 | 0.87% | 92.30 % | 93.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,567 EUR | 92,367 EUR | 100.00% | 100.00% |
13/11/2024 | 0.90% | 88.30 % | 89.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,390 EUR | 89,190 EUR | 100.00% | 100.00% |
12/11/2024 | 0.90% | 88.70 % | 89.50 % | 100,000 | 100,000 | 99,082 | 99,082 | 88,272 EUR | 89,066 EUR | 100.00% | 100.00% |
11/11/2024 | 0.89% | 89.20 % | 90.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,254 EUR | 90,054 EUR | 100.00% | 100.00% |
08/11/2024 | 0.90% | 88.00 % | 88.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,233 EUR | 89,033 EUR | 100.00% | 100.00% |
07/11/2024 | 0.91% | 88.50 % | 89.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,942 EUR | 88,742 EUR | 99.23% | 99.23% |