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 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,748 EUR | 507,748 EUR | 96.46% | 96.46% |
19/12/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,722 EUR | 508,722 EUR | 99.51% | 99.51% |
18/12/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,300 EUR | 511,300 EUR | 100.00% | 100.00% |
17/12/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,983 EUR | 510,983 EUR | 100.00% | 100.00% |
16/12/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,950 EUR | 509,950 EUR | 100.00% | 100.00% |
13/12/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,022 EUR | 510,022 EUR | 100.00% | 100.00% |
12/12/2024 | 0.78% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,664 EUR | 511,664 EUR | 100.00% | 100.00% |
11/12/2024 | 0.79% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,100 EUR | 511,100 EUR | 98.70% | 98.70% |
10/12/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,199 EUR | 509,199 EUR | 100.00% | 100.00% |
09/12/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,385 EUR | 510,385 EUR | 99.11% | 99.11% |