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 | 1,41% | 99,90 % | 100,70 % | 500 000 | 500 000 | 143 011 | 143 011 | 142 934 EUR | 144 389 EUR | 97,74% | 97,74% |
19/11/2024 | 1,60% | 99,90 % | 100,90 % | 500 000 | 500 000 | 146 908 | 146 908 | 146 679 EUR | 148 454 EUR | 99,67% | 99,67% |
18/11/2024 | 1,60% | 100,40 % | 101,40 % | 500 000 | 500 000 | 147 410 | 147 410 | 147 907 EUR | 149 687 EUR | 100,00% | 100,00% |
15/11/2024 | 2,67% | 100,80 % | 101,60 % | 500 000 | 500 000 | 146 956 | 146 956 | 148 247 EUR | 150 374 EUR | 100,00% | 100,00% |
14/11/2024 | 1,99% | 100,30 % | 101,10 % | 500 000 | 500 000 | 116 952 | 116 952 | 117 370 EUR | 118 819 EUR | 92,57% | 92,57% |
13/11/2024 | 2,09% | 99,40 % | 101,50 % | 50 000 | 50 000 | 50 000 | 50 000 | 49 740 EUR | 50 790 EUR | 37,94% | 37,94% |
12/11/2024 | 1,02% | 99,60 % | 100,60 % | 500 000 | 500 000 | 147 998 | 147 998 | 147 433 EUR | 148 922 EUR | 100,00% | 100,00% |
11/11/2024 | 0,79% | 100,40 % | 101,20 % | 500 000 | 500 000 | 148 320 | 148 320 | 148 849 EUR | 150 035 EUR | 100,00% | 100,00% |
08/11/2024 | 0,79% | 100,60 % | 101,40 % | 500 000 | 500 000 | 148 156 | 148 156 | 149 046 EUR | 150 231 EUR | 100,00% | 100,00% |
07/11/2024 | 0,99% | 101,00 % | 102,00 % | 500 000 | 500 000 | 148 855 | 148 855 | 150 240 EUR | 151 728 EUR | 99,23% | 99,23% |