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 | 0.52% | 96.20 % | 96.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,416 EUR | 485,208 EUR | 99.38% | 99.38% |
18/12/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,376 EUR | 486,188 EUR | 99.37% | 99.37% |
17/12/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,703 EUR | 485,352 EUR | 99.38% | 99.38% |
16/12/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,059 EUR | 485,029 EUR | 99.38% | 99.38% |
13/12/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,115 EUR | 489,558 EUR | 99.38% | 99.38% |
12/12/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,691 EUR | 488,845 EUR | 99.38% | 99.38% |
11/12/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 972,828 EUR | 488,914 EUR | 99.38% | 99.38% |
10/12/2024 | 0.51% | 97.15 % | 97.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,325 EUR | 487,663 EUR | 99.38% | 99.38% |
09/12/2024 | 0.52% | 96.70 % | 97.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 966,247 EUR | 485,624 EUR | 99.38% | 99.38% |
06/12/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,452 EUR | 484,226 EUR | 99.37% | 99.37% |