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 | 0.74% | 94.15 % | 94.86 % | 212,000 | 210,000 | 212,772 | 211,033 | 199,560 EUR | 199,409 EUR | 99.98% | 99.98% |
18/12/2024 | 0.75% | 94.33 % | 95.04 % | 212,000 | 210,000 | 211,428 | 210,047 | 199,418 EUR | 199,606 EUR | 99.98% | 99.98% |
17/12/2024 | 0.75% | 95.23 % | 95.94 % | 210,000 | 208,000 | 210,633 | 209,063 | 199,545 EUR | 199,542 EUR | 99.98% | 99.98% |
16/12/2024 | 0.75% | 95.51 % | 96.23 % | 209,000 | 207,000 | 208,583 | 206,926 | 199,547 EUR | 199,453 EUR | 99.94% | 99.94% |
13/12/2024 | 0.75% | 96.75 % | 97.48 % | 206,000 | 205,000 | 205,602 | 203,827 | 199,683 EUR | 199,449 EUR | 99.98% | 99.98% |
12/12/2024 | 0.75% | 97.28 % | 98.01 % | 205,000 | 204,000 | 204,692 | 203,015 | 199,680 EUR | 199,526 EUR | 99.99% | 99.99% |
11/12/2024 | 0.75% | 97.80 % | 98.53 % | 204,000 | 202,000 | 203,364 | 202,076 | 199,402 EUR | 199,629 EUR | 99.98% | 99.98% |
10/12/2024 | 0.75% | 98.54 % | 99.28 % | 202,000 | 201,000 | 202,520 | 201,000 | 199,500 EUR | 199,490 EUR | 99.97% | 99.97% |
09/12/2024 | 0.75% | 98.84 % | 99.58 % | 202,000 | 200,000 | 201,999 | 200,500 | 199,510 EUR | 199,513 EUR | 99.98% | 99.98% |
06/12/2024 | 0.75% | 99.14 % | 99.89 % | 201,000 | 200,000 | 201,000 | 199,268 | 199,574 EUR | 199,349 EUR | 100.00% | 100.00% |