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 | 0.83% | 97.20 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,230 EUR | 491,280 EUR | 99.51% | 99.51% |
18/12/2024 | 0.82% | 98.00 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,466 EUR | 494,516 EUR | 97.14% | 97.14% |
17/12/2024 | 0.83% | 97.70 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,822 EUR | 492,872 EUR | 95.61% | 95.61% |
16/12/2024 | 0.82% | 98.20 % | 99.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,423 EUR | 495,473 EUR | 95.97% | 95.97% |
13/12/2024 | 0.81% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,089 EUR | 499,139 EUR | 98.18% | 98.18% |
12/12/2024 | 0.82% | 99.00 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,481 EUR | 498,530 EUR | 100.00% | 100.00% |
11/12/2024 | 0.82% | 98.80 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,933 EUR | 497,983 EUR | 98.70% | 98.70% |
10/12/2024 | 0.82% | 98.80 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,515 EUR | 498,565 EUR | 100.00% | 100.00% |
09/12/2024 | 0.82% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,219 EUR | 497,269 EUR | 99.11% | 99.11% |
06/12/2024 | 0.82% | 98.80 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,650 EUR | 497,700 EUR | 97.19% | 97.19% |