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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.83% | 95.92 % | 96.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,689 EUR | 241,689 EUR | 100.00% | 100.00% |
18/12/2024 | 0.83% | 96.08 % | 96.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,319 EUR | 242,319 EUR | 100.00% | 100.00% |
17/12/2024 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,908 EUR | 241,908 EUR | 100.00% | 100.00% |
16/12/2024 | 0.83% | 96.14 % | 96.94 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,397 EUR | 242,397 EUR | 100.00% | 100.00% |
13/12/2024 | 0.83% | 96.31 % | 97.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,938 EUR | 242,938 EUR | 100.00% | 100.00% |
12/12/2024 | 0.83% | 96.23 % | 97.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,966 EUR | 242,966 EUR | 100.00% | 100.00% |
11/12/2024 | 0.82% | 96.56 % | 97.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,523 EUR | 243,523 EUR | 100.00% | 100.00% |
10/12/2024 | 0.83% | 96.54 % | 97.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,355 EUR | 243,355 EUR | 100.00% | 100.00% |
09/12/2024 | 0.82% | 96.67 % | 97.47 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,585 EUR | 243,585 EUR | 100.00% | 100.00% |
06/12/2024 | 0.82% | 97.15 % | 97.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 243,071 EUR | 245,071 EUR | 100.00% | 100.00% |