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 | 1,22% | 79,60 % | 80,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 81 369 EUR | 82 369 EUR | 98,15% | 98,15% |
19/11/2024 | 1,20% | 82,55 % | 83,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 82 728 EUR | 83 728 EUR | 93,72% | 93,72% |
18/11/2024 | 1,17% | 85,50 % | 86,50 % | 100 000 | 100 000 | 100 000 | 100 000 | 85 032 EUR | 86 032 EUR | 80,65% | 80,65% |
15/11/2024 | 1,14% | 88,25 % | 89,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 87 338 EUR | 88 338 EUR | 92,49% | 92,49% |
14/11/2024 | 1,17% | 84,60 % | 85,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 84 903 EUR | 85 903 EUR | 28,00% | 28,00% |
13/11/2024 | 1,12% | 87,20 % | 88,20 % | 100 000 | 100 000 | 100 000 | 100 000 | 88 613 EUR | 89 613 EUR | 73,19% | 73,19% |
12/11/2024 | 1,08% | 90,80 % | 91,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 137 EUR | 93 137 EUR | 49,70% | 49,70% |
11/11/2024 | 1,08% | 92,55 % | 93,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 239 EUR | 93 239 EUR | 81,03% | 81,03% |
08/11/2024 | 1,09% | 91,25 % | 92,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 91 325 EUR | 92 325 EUR | 87,16% | 87,16% |
07/11/2024 | 1,06% | 93,75 % | 94,75 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 675 EUR | 94 675 EUR | 97,82% | 97,82% |