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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,494 EUR | 99,494 EUR | 98.11% | 98.11% |
22/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,153 EUR | 99,153 EUR | 99.91% | 99.91% |
20/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,247 EUR | 99,247 EUR | 98.15% | 98.15% |
19/11/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,603 EUR | 98,603 EUR | 93.69% | 93.69% |
18/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,163 EUR | 99,163 EUR | 73.47% | 73.47% |
15/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,480 EUR | 99,480 EUR | 91.68% | 91.68% |
14/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,763 EUR | 99,763 EUR | 63.20% | 63.20% |
13/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,736 EUR | 99,736 EUR | 74.90% | 74.90% |
12/11/2024 | 0.99% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,815 EUR | 100,813 EUR | 51.88% | 51.88% |
11/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,087 EUR | 101,087 EUR | 78.88% | 78.88% |