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 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,598 EUR | 99,598 EUR | 97.72% | 97.72% |
19/12/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,980 EUR | 99,979 EUR | 99.05% | 99.05% |
18/12/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,012 EUR | 101,016 EUR | 99.84% | 99.84% |
17/12/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,069 EUR | 101,070 EUR | 99.16% | 99.16% |
16/12/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,767 EUR | 100,768 EUR | 98.73% | 98.73% |
13/12/2024 | 0.99% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,206 EUR | 101,206 EUR | 98.67% | 98.67% |
12/12/2024 | 0.98% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 101,146 EUR | 102,146 EUR | 40.39% | 40.39% |
11/12/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,776 EUR | 101,776 EUR | 98.51% | 98.51% |
10/12/2024 | 0.99% | 100.50 % | 101.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,145 EUR | 101,144 EUR | 99.06% | 99.06% |
09/12/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,276 EUR | 101,276 EUR | 74.04% | 74.04% |