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 | 0.51% | 88.20 % | 88.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 888,495 EUR | 446,498 EUR | 99.34% | 99.34% |
18/12/2024 | 0.51% | 88.90 % | 89.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 885,701 EUR | 445,101 EUR | 99.37% | 99.37% |
17/12/2024 | 0.51% | 88.00 % | 88.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 879,104 EUR | 441,802 EUR | 99.38% | 99.38% |
16/12/2024 | 0.51% | 87.50 % | 87.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 878,824 EUR | 441,662 EUR | 99.38% | 99.38% |
13/12/2024 | 0.50% | 89.60 % | 90.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 901,496 EUR | 452,998 EUR | 99.38% | 99.38% |
12/12/2024 | 0.50% | 89.10 % | 89.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 889,561 EUR | 447,030 EUR | 99.38% | 99.38% |
11/12/2024 | 0.51% | 88.90 % | 89.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 888,564 EUR | 446,532 EUR | 99.38% | 99.38% |
10/12/2024 | 0.51% | 88.55 % | 89.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 881,933 EUR | 443,217 EUR | 99.38% | 99.38% |
09/12/2024 | 0.52% | 87.10 % | 87.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 869,020 EUR | 436,760 EUR | 99.38% | 99.38% |
06/12/2024 | 0.52% | 85.70 % | 86.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 860,224 EUR | 432,362 EUR | 99.38% | 99.38% |