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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/12/2024 | 9.33% | 5.11 % | 5.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 12,775 EUR | 14,025 EUR | 100.00% | 100.00% |
20/12/2024 | 9.28% | 5.14 % | 5.64 % | 250,000 | 250,000 | 250,000 | 250,000 | 12,850 EUR | 14,100 EUR | 100.00% | 100.00% |
19/12/2024 | 8.90% | 5.37 % | 5.87 % | 250,000 | 250,000 | 250,000 | 250,000 | 13,425 EUR | 14,675 EUR | 100.00% | 100.00% |
18/12/2024 | 8.83% | 5.41 % | 5.91 % | 250,000 | 250,000 | 250,000 | 250,000 | 13,525 EUR | 14,775 EUR | 100.00% | 100.00% |
17/12/2024 | 8.77% | 5.45 % | 5.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 13,632 EUR | 14,882 EUR | 100.00% | 100.00% |
16/12/2024 | 8.73% | 5.48 % | 5.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 13,700 EUR | 14,950 EUR | 100.00% | 100.00% |
13/12/2024 | 8.08% | 5.95 % | 6.45 % | 250,000 | 190,000 | 250,000 | 211,768 | 14,851 EUR | 13,635 EUR | 93.02% | 100.00% |
12/12/2024 | 8.06% | 5.95 % | 6.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 14,875 EUR | 16,125 EUR | 88.45% | 100.00% |
11/12/2024 | 8.06% | 5.95 % | 6.45 % | 250,000 | 176,000 | 250,000 | 212,042 | 14,875 EUR | 13,677 EUR | 99.06% | 100.00% |