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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,716 EUR | 503,716 EUR | 96.47% | 96.47% |
19/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,725 EUR | 503,725 EUR | 100.00% | 100.00% |
18/12/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,173 EUR | 506,173 EUR | 100.00% | 100.00% |
17/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,606 EUR | 506,606 EUR | 100.00% | 100.00% |
16/12/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 499,922 | 502,432 EUR | 506,352 EUR | 100.00% | 100.00% |
13/12/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,966 EUR | 506,966 EUR | 99.88% | 99.88% |
12/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,182 EUR | 507,182 EUR | 100.00% | 100.00% |
11/12/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,591 EUR | 507,591 EUR | 99.45% | 99.45% |
10/12/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,030 EUR | 507,030 EUR | 100.00% | 100.00% |
09/12/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,910 EUR | 506,910 EUR | 99.11% | 99.11% |