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 | 1.27% | 87.40 % | 88.50 % | 500,000 | 500,000 | 495,121 | 495,121 | 435,372 EUR | 440,800 EUR | 97.68% | 97.68% |
18/12/2024 | 1.30% | 87.80 % | 88.90 % | 500,000 | 500,000 | 495,237 | 495,237 | 432,262 EUR | 437,786 EUR | 100.00% | 100.00% |
17/12/2024 | 1.43% | 86.00 % | 87.20 % | 500,000 | 500,000 | 495,238 | 495,238 | 425,868 EUR | 431,861 EUR | 100.00% | 100.00% |
16/12/2024 | 1.46% | 85.60 % | 86.90 % | 500,000 | 500,000 | 495,232 | 495,232 | 426,104 EUR | 432,253 EUR | 100.00% | 100.00% |
13/12/2024 | 1.19% | 89.20 % | 90.30 % | 500,000 | 500,000 | 495,237 | 495,237 | 444,279 EUR | 449,481 EUR | 100.00% | 100.00% |
12/12/2024 | 1.41% | 87.80 % | 89.00 % | 500,000 | 500,000 | 495,234 | 495,234 | 432,746 EUR | 438,767 EUR | 100.00% | 100.00% |
11/12/2024 | 1.46% | 87.20 % | 88.40 % | 500,000 | 500,000 | 495,171 | 495,171 | 430,830 EUR | 437,033 EUR | 98.72% | 98.72% |
10/12/2024 | 1.54% | 86.50 % | 87.80 % | 500,000 | 500,000 | 495,228 | 495,228 | 425,849 EUR | 432,327 EUR | 99.92% | 99.92% |
09/12/2024 | 1.77% | 84.30 % | 85.70 % | 500,000 | 500,000 | 495,208 | 495,208 | 415,780 EUR | 423,040 EUR | 99.60% | 99.60% |
06/12/2024 | 1.85% | 82.20 % | 83.70 % | 500,000 | 500,000 | 495,219 | 495,219 | 408,696 EUR | 416,154 EUR | 100.00% | 100.00% |