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 | 3,48% | 55,22 % | 57,18 % | 100 000 | 50 000 | 100 000 | 50 000 | 55 423 EUR | 28 692 EUR | 100,00% | 100,00% |
19/11/2024 | 3,12% | 55,38 % | 57,34 % | 100 000 | 50 000 | 131 480 | 91 973 | 73 076 EUR | 52 534 EUR | 99,77% | 99,77% |
18/11/2024 | 1,77% | 56,15 % | 57,15 % | 250 000 | 250 000 | 250 000 | 250 000 | 140 335 EUR | 142 835 EUR | 100,00% | 100,00% |
15/11/2024 | 1,78% | 55,35 % | 56,35 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 577 EUR | 142 077 EUR | 100,00% | 100,00% |
14/11/2024 | 1,83% | 54,34 % | 55,34 % | 250 000 | 250 000 | 250 000 | 250 000 | 135 618 EUR | 138 118 EUR | 100,00% | 100,00% |
13/11/2024 | 1,80% | 54,65 % | 55,65 % | 250 000 | 250 000 | 250 000 | 250 000 | 137 388 EUR | 139 888 EUR | 99,82% | 99,82% |
12/11/2024 | 1,78% | 55,40 % | 56,40 % | 250 000 | 250 000 | 250 000 | 250 000 | 139 438 EUR | 141 938 EUR | 99,99% | 99,99% |
11/11/2024 | 1,71% | 57,72 % | 58,72 % | 250 000 | 250 000 | 250 000 | 250 000 | 144 825 EUR | 147 325 EUR | 99,92% | 99,92% |
08/11/2024 | 1,67% | 58,77 % | 59,77 % | 250 000 | 250 000 | 250 000 | 250 000 | 148 528 EUR | 151 028 EUR | 99,98% | 99,98% |
07/11/2024 | 1,63% | 61,10 % | 62,10 % | 250 000 | 250 000 | 250 000 | 250 000 | 151 934 EUR | 154 434 EUR | 100,00% | 100,00% |