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 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,665 EUR | 487,665 EUR | 100.00% | 100.00% |
18/12/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,555 EUR | 489,555 EUR | 100.00% | 100.00% |
17/12/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,868 EUR | 489,868 EUR | 100.00% | 100.00% |
16/12/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,429 EUR | 493,429 EUR | 99.57% | 99.57% |
13/12/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,011 EUR | 496,011 EUR | 99.53% | 99.53% |
12/12/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,744 EUR | 496,744 EUR | 100.00% | 100.00% |
11/12/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,492 EUR | 496,492 EUR | 99.58% | 99.58% |
10/12/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,130 EUR | 497,130 EUR | 100.00% | 100.00% |
09/12/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,004 EUR | 498,004 EUR | 99.15% | 99.15% |
06/12/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,735 EUR | 497,735 EUR | 97.47% | 97.47% |