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 | 0.49% | 92.00 % | 92.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 922,210 EUR | 463,355 EUR | 97.82% | 97.82% |
18/12/2024 | 0.49% | 92.25 % | 92.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 918,354 EUR | 461,427 EUR | 97.72% | 97.72% |
17/12/2024 | 0.49% | 90.80 % | 91.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 910,314 EUR | 457,407 EUR | 98.94% | 98.94% |
16/12/2024 | 0.49% | 90.40 % | 90.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 909,733 EUR | 457,116 EUR | 98.95% | 98.95% |
13/12/2024 | 0.48% | 93.25 % | 93.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,746 EUR | 470,123 EUR | 98.89% | 98.89% |
12/12/2024 | 0.49% | 92.10 % | 92.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 921,912 EUR | 463,206 EUR | 98.95% | 98.95% |
11/12/2024 | 0.49% | 92.15 % | 92.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 919,516 EUR | 462,008 EUR | 98.71% | 98.71% |
10/12/2024 | 0.49% | 91.55 % | 92.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 911,133 EUR | 457,816 EUR | 98.90% | 98.90% |
09/12/2024 | 0.50% | 89.15 % | 89.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 894,041 EUR | 449,270 EUR | 98.93% | 98.93% |
06/12/2024 | 0.51% | 88.30 % | 88.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 884,192 EUR | 444,346 EUR | 91.38% | 91.38% |