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 | 1,55% | 103,70 % | 104,70 % | 500 000 | 500 000 | 143 695 | 143 695 | 149 027 EUR | 150 774 EUR | 97,95% | 97,95% |
19/11/2024 | 1,55% | 103,20 % | 104,20 % | 500 000 | 500 000 | 147 732 | 147 732 | 152 370 EUR | 154 153 EUR | 100,00% | 100,00% |
18/11/2024 | 1,37% | 103,20 % | 104,00 % | 500 000 | 500 000 | 147 388 | 147 388 | 151 962 EUR | 153 446 EUR | 100,00% | 100,00% |
15/11/2024 | 2,63% | 102,50 % | 103,30 % | 500 000 | 500 000 | 146 961 | 146 961 | 150 809 EUR | 152 936 EUR | 100,00% | 100,00% |
14/11/2024 | 2,08% | 102,10 % | 103,10 % | 500 000 | 500 000 | 140 931 | 140 931 | 143 756 EUR | 145 654 EUR | 98,48% | 98,48% |
13/11/2024 | 2,04% | 101,50 % | 103,60 % | 50 000 | 50 000 | 50 000 | 50 000 | 50 809 EUR | 51 858 EUR | 37,94% | 37,94% |
12/11/2024 | 0,81% | 101,20 % | 102,00 % | 500 000 | 500 000 | 148 057 | 148 057 | 150 052 EUR | 151 246 EUR | 100,00% | 100,00% |
11/11/2024 | 0,78% | 101,90 % | 102,70 % | 500 000 | 500 000 | 148 327 | 148 327 | 151 229 EUR | 152 416 EUR | 100,00% | 100,00% |
08/11/2024 | 0,97% | 101,80 % | 102,80 % | 500 000 | 500 000 | 148 178 | 148 178 | 151 001 EUR | 152 483 EUR | 100,00% | 100,00% |
07/11/2024 | 0,97% | 102,50 % | 103,50 % | 500 000 | 500 000 | 147 341 | 147 341 | 151 000 EUR | 152 474 EUR | 98,81% | 98,81% |