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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 1.06% | 95.20 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,365 EUR | 476,365 EUR | 96.46% | 96.46% |
19/12/2024 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,380 EUR | 478,380 EUR | 100.00% | 100.00% |
18/12/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,525 EUR | 482,525 EUR | 100.00% | 100.00% |
17/12/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,558 EUR | 488,558 EUR | 100.00% | 100.00% |
16/12/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,772 EUR | 486,772 EUR | 100.00% | 100.00% |
13/12/2024 | 0.81% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,980 EUR | 492,980 EUR | 100.00% | 100.00% |
12/12/2024 | 0.81% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,508 EUR | 496,508 EUR | 100.00% | 100.00% |
11/12/2024 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,649 EUR | 499,649 EUR | 98.72% | 98.72% |
10/12/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,345 EUR | 502,345 EUR | 100.00% | 100.00% |
09/12/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,328 EUR | 502,328 EUR | 99.11% | 99.11% |