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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/12/2024 | 0.53% | 93.25 % | 93.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,982 EUR | 470,482 EUR | 94.32% | 94.32% |
27/12/2024 | 0.53% | 93.74 % | 94.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,334 EUR | 472,834 EUR | 98.40% | 98.40% |
23/12/2024 | 0.54% | 93.02 % | 93.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,537 EUR | 466,037 EUR | 100.00% | 100.00% |
20/12/2024 | 0.54% | 92.35 % | 92.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,560 EUR | 460,060 EUR | 100.00% | 100.00% |
19/12/2024 | 0.53% | 93.18 % | 93.68 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,895 EUR | 469,395 EUR | 99.81% | 99.81% |
18/12/2024 | 0.52% | 95.76 % | 96.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,460 EUR | 479,960 EUR | 96.59% | 96.59% |
17/12/2024 | 0.52% | 95.01 % | 95.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,586 EUR | 479,086 EUR | 98.48% | 98.48% |
16/12/2024 | 0.53% | 94.57 % | 95.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,868 EUR | 474,368 EUR | 100.00% | 100.00% |
13/12/2024 | 0.53% | 94.20 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,889 EUR | 473,389 EUR | 100.00% | 100.00% |
12/12/2024 | 0.53% | 94.05 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,657 EUR | 471,157 EUR | 100.00% | 100.00% |