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 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 495,121 | 495,121 | 480,406 EUR | 481,946 EUR | 97.68% | 97.68% |
18/12/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 495,237 | 495,237 | 480,244 EUR | 481,785 EUR | 100.00% | 100.00% |
17/12/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 495,238 | 495,238 | 477,163 EUR | 478,703 EUR | 100.00% | 100.00% |
16/12/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 495,232 | 495,232 | 475,766 EUR | 477,307 EUR | 100.00% | 100.00% |
13/12/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 495,237 | 495,237 | 485,830 EUR | 487,371 EUR | 100.00% | 100.00% |
12/12/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 495,234 | 495,234 | 481,727 EUR | 483,267 EUR | 100.00% | 100.00% |
11/12/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 495,171 | 495,171 | 481,955 EUR | 483,495 EUR | 98.72% | 98.72% |
10/12/2024 | 0.33% | 97.50 % | 97.81 % | 500,000 | 500,000 | 495,228 | 495,228 | 481,809 EUR | 483,350 EUR | 99.92% | 99.92% |
09/12/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 495,208 | 495,208 | 476,482 EUR | 478,022 EUR | 99.60% | 99.60% |
06/12/2024 | 0.33% | 95.50 % | 95.81 % | 500,000 | 500,000 | 495,219 | 495,219 | 473,546 EUR | 475,086 EUR | 100.00% | 100.00% |