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 | 1,02% | 97,85 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 000 EUR | 99 000 EUR | 98,15% | 98,15% |
19/11/2024 | 1,02% | 97,55 % | 98,55 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 610 EUR | 98 610 EUR | 93,70% | 93,70% |
18/11/2024 | 1,01% | 98,60 % | 99,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 496 EUR | 99 496 EUR | 74,77% | 74,77% |
15/11/2024 | 1,01% | 98,35 % | 99,35 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 557 EUR | 99 557 EUR | 92,94% | 92,94% |
14/11/2024 | 1,01% | 98,25 % | 99,25 % | 100 000 | 100 000 | 100 000 | 100 000 | 98 088 EUR | 99 088 EUR | 63,60% | 63,60% |
13/11/2024 | 1,02% | 97,10 % | 98,10 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 270 EUR | 98 270 EUR | 62,60% | 62,60% |
12/11/2024 | 1,02% | 96,80 % | 97,80 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 230 EUR | 98 230 EUR | 51,82% | 51,82% |
11/11/2024 | 1,02% | 97,85 % | 98,85 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 821 EUR | 98 821 EUR | 61,77% | 61,77% |
08/11/2024 | 1,02% | 97,45 % | 98,45 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 398 EUR | 98 398 EUR | 86,82% | 86,82% |
07/11/2024 | 1,02% | 97,60 % | 98,60 % | 100 000 | 100 000 | 100 000 | 100 000 | 97 423 EUR | 98 423 EUR | 99,16% | 99,16% |