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 | 0.79% | 95.98 % | 96.74 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,358 EUR | 57,814 EUR | 100.00% | 100.00% |
18/12/2024 | 0.79% | 96.16 % | 96.92 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,735 EUR | 58,192 EUR | 100.00% | 100.00% |
17/12/2024 | 0.79% | 96.56 % | 97.33 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,013 EUR | 58,474 EUR | 99.55% | 99.55% |
16/12/2024 | 0.79% | 97.14 % | 97.91 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,557 EUR | 59,020 EUR | 86.24% | 86.24% |
13/12/2024 | 0.79% | 98.02 % | 98.80 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,994 EUR | 59,462 EUR | 100.00% | 100.00% |
12/12/2024 | 0.79% | 98.47 % | 99.25 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,139 EUR | 99,345 EUR | 100.00% | 100.00% |
11/12/2024 | 0.79% | 98.51 % | 99.29 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,299 EUR | 99,612 EUR | 100.00% | 100.00% |
10/12/2024 | 0.79% | 98.84 % | 99.62 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,374 EUR | 99,745 EUR | 99.53% | 99.53% |
09/12/2024 | 0.79% | 99.01 % | 99.80 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,217 EUR | 99,476 EUR | 100.00% | 100.00% |
06/12/2024 | 0.79% | 98.55 % | 99.33 % | 60,000 | 100,000 | 60,000 | 100,000 | 59,150 EUR | 99,364 EUR | 99.93% | 99.93% |