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 | 0.82% | 98.30 % | 99.11 % | 500,000 | 500,000 | 478,085 | 478,085 | 470,437 EUR | 474,309 EUR | 99.45% | 99.45% |
18/12/2024 | 0.82% | 98.60 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,000 EUR | 497,050 EUR | 100.00% | 100.00% |
17/12/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,520 EUR | 497,520 EUR | 98.97% | 98.97% |
16/12/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,500 EUR | 497,500 EUR | 99.19% | 99.19% |
13/12/2024 | 0.82% | 98.60 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,431 EUR | 497,481 EUR | 100.00% | 100.00% |
12/12/2024 | 0.82% | 98.90 % | 99.71 % | 500,000 | 500,000 | 499,122 | 499,122 | 493,253 EUR | 497,298 EUR | 99.58% | 99.58% |
11/12/2024 | 1.02% | 98.70 % | 99.70 % | 500,000 | 500,000 | 495,946 | 495,946 | 489,268 EUR | 494,236 EUR | 98.65% | 98.65% |
10/12/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,137 EUR | 498,137 EUR | 99.92% | 99.92% |
09/12/2024 | 0.82% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,717 EUR | 497,767 EUR | 99.16% | 99.16% |
06/12/2024 | 0.82% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,500 EUR | 497,550 EUR | 99.76% | 99.76% |