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 | 0.80% | 93.15 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,638 EUR | 473,388 EUR | 100.00% | 100.00% |
18/12/2024 | 0.77% | 96.40 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,624 EUR | 487,374 EUR | 100.00% | 100.00% |
17/12/2024 | 0.77% | 97.05 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,148 EUR | 490,898 EUR | 100.00% | 100.00% |
16/12/2024 | 0.77% | 97.50 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,251 EUR | 492,001 EUR | 100.00% | 100.00% |
13/12/2024 | 0.77% | 97.50 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,735 EUR | 491,485 EUR | 100.00% | 100.00% |
12/12/2024 | 0.76% | 97.70 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,216 EUR | 492,966 EUR | 100.00% | 100.00% |
11/12/2024 | 0.76% | 98.05 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,291 EUR | 494,041 EUR | 99.92% | 99.92% |
10/12/2024 | 0.76% | 98.20 % | 98.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,806 EUR | 493,556 EUR | 100.00% | 100.00% |
09/12/2024 | 0.77% | 97.30 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,594 EUR | 491,344 EUR | 100.00% | 100.00% |
06/12/2024 | 0.76% | 97.90 % | 98.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,282 EUR | 495,032 EUR | 100.00% | 100.00% |