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 | 0.81% | 98.00 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,195 EUR | 98,995 EUR | 97.95% | 97.95% |
19/11/2024 | 0.82% | 97.80 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,634 EUR | 98,434 EUR | 100.00% | 100.00% |
18/11/2024 | 0.81% | 97.90 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,913 EUR | 98,713 EUR | 100.00% | 100.00% |
15/11/2024 | 0.81% | 98.20 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,410 EUR | 99,210 EUR | 100.00% | 100.00% |
14/11/2024 | 0.81% | 98.80 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,747 EUR | 99,547 EUR | 100.00% | 100.00% |
13/11/2024 | 0.81% | 98.60 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,591 EUR | 99,391 EUR | 100.00% | 100.00% |
12/11/2024 | 0.81% | 98.50 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,965 EUR | 99,765 EUR | 100.00% | 100.00% |
11/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,262 EUR | 100,262 EUR | 100.00% | 100.00% |
08/11/2024 | 1.00% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,007 EUR | 100,007 EUR | 100.00% | 100.00% |
07/11/2024 | 0.80% | 99.50 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,433 EUR | 100,233 EUR | 99.23% | 99.23% |