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 | 1,07% | 92,60 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 086 EUR | 94 086 EUR | 98,15% | 98,15% |
19/11/2024 | 1,08% | 92,60 % | 93,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 92 020 EUR | 93 020 EUR | 93,71% | 93,71% |
18/11/2024 | 1,07% | 93,15 % | 94,15 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 064 EUR | 94 064 EUR | 76,53% | 76,53% |
15/11/2024 | 1,06% | 93,25 % | 94,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 427 EUR | 94 427 EUR | 92,72% | 92,72% |
14/11/2024 | 1,07% | 93,05 % | 94,05 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 048 EUR | 94 048 EUR | 63,03% | 63,03% |
13/11/2024 | 1,07% | 92,40 % | 93,40 % | 100 000 | 100 000 | 100 000 | 100 000 | 93 233 EUR | 94 233 EUR | 75,48% | 75,48% |
12/11/2024 | 1,05% | 93,65 % | 94,65 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 318 EUR | 95 318 EUR | 51,59% | 51,59% |
11/11/2024 | 1,05% | 94,90 % | 95,90 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 616 EUR | 95 616 EUR | 77,07% | 77,07% |
08/11/2024 | 1,06% | 93,95 % | 94,95 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 031 EUR | 95 031 EUR | 86,92% | 86,92% |
07/11/2024 | 1,06% | 94,25 % | 95,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 94 138 EUR | 95 138 EUR | 99,16% | 99,16% |