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 | 0.50% | 98.55 % | 99.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,773 EUR | 497,273 EUR | 99.78% | 99.78% |
18/12/2024 | 0.50% | 99.41 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,278 EUR | 499,778 EUR | 96.58% | 96.58% |
17/12/2024 | 0.50% | 99.41 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,170 EUR | 499,670 EUR | 98.47% | 98.47% |
16/12/2024 | 0.50% | 99.52 % | 100.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,584 EUR | 500,084 EUR | 100.00% | 100.00% |
13/12/2024 | 0.50% | 99.43 % | 99.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,670 EUR | 500,170 EUR | 100.00% | 100.00% |
12/12/2024 | 0.50% | 99.49 % | 99.99 % | 500,000 | 500,000 | 500,000 | 499,987 | 497,694 EUR | 500,181 EUR | 100.00% | 100.00% |
11/12/2024 | 0.50% | 99.51 % | 100.01 % | 500,000 | 500,000 | 500,000 | 499,955 | 497,062 EUR | 499,517 EUR | 100.00% | 100.00% |
10/12/2024 | 0.50% | 99.40 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,281 EUR | 499,781 EUR | 98.26% | 98.26% |
09/12/2024 | 0.50% | 99.55 % | 100.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,007 EUR | 500,507 EUR | 100.00% | 100.00% |
06/12/2024 | 0.50% | 99.48 % | 99.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,387 EUR | 499,887 EUR | 100.00% | 100.00% |