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 | 2,73% | 35,50 % | 36,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 081 EUR | 37 081 EUR | 98,15% | 98,15% |
19/11/2024 | 2,72% | 36,35 % | 37,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 324 EUR | 37 324 EUR | 93,72% | 93,72% |
18/11/2024 | 2,72% | 36,30 % | 37,30 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 330 EUR | 37 330 EUR | 69,92% | 69,92% |
15/11/2024 | 2,68% | 36,50 % | 37,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 811 EUR | 37 811 EUR | 92,85% | 92,85% |
14/11/2024 | 2,68% | 37,15 % | 38,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 36 862 EUR | 37 862 EUR | 63,44% | 63,44% |
13/11/2024 | 2,65% | 36,50 % | 37,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 37 232 EUR | 38 232 EUR | 63,31% | 63,31% |
12/11/2024 | 2,52% | 39,15 % | 40,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 39 127 EUR | 40 127 EUR | 18,32% | 18,32% |
11/11/2024 | 2,25% | 43,85 % | 44,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 43 886 EUR | 44 886 EUR | 62,83% | 62,83% |
08/11/2024 | 2,29% | 43,20 % | 44,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 43 180 EUR | 44 180 EUR | 86,88% | 86,88% |
07/11/2024 | 2,25% | 43,80 % | 44,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 43 958 EUR | 44 958 EUR | 99,16% | 99,16% |