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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/01/2025 | 0.34% | 94.30 % | 94.61 % | 500,000 | 500,000 | 495,223 | 495,223 | 464,563 EUR | 466,103 EUR | 100.00% | 100.00% |
10/01/2025 | 0.34% | 94.30 % | 94.61 % | 500,000 | 500,000 | 495,234 | 495,234 | 470,283 EUR | 471,824 EUR | 100.00% | 100.00% |
09/01/2025 | 0.33% | 95.00 % | 95.31 % | 500,000 | 500,000 | 495,228 | 495,228 | 473,406 EUR | 474,946 EUR | 99.86% | 99.86% |
08/01/2025 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 495,240 | 495,240 | 476,198 EUR | 477,738 EUR | 100.00% | 100.00% |
07/01/2025 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 495,234 | 495,234 | 484,188 EUR | 485,728 EUR | 100.00% | 100.00% |
06/01/2025 | 0.52% | 97.60 % | 98.10 % | 500,000 | 500,000 | 495,054 | 495,054 | 481,528 EUR | 484,008 EUR | 96.50% | 96.50% |
30/12/2024 | 0.54% | 95.80 % | 96.30 % | 500,000 | 500,000 | 491,906 | 491,906 | 470,952 EUR | 473,421 EUR | 58.92% | 58.92% |
27/12/2024 | 0.53% | 96.10 % | 96.60 % | 500,000 | 500,000 | 495,163 | 495,163 | 474,193 EUR | 476,674 EUR | 98.53% | 98.53% |
23/12/2024 | 0.34% | 94.90 % | 95.21 % | 500,000 | 500,000 | 495,230 | 495,230 | 470,225 EUR | 471,766 EUR | 100.00% | 100.00% |
20/12/2024 | 0.34% | 95.20 % | 95.51 % | 500,000 | 500,000 | 495,049 | 495,049 | 469,455 EUR | 470,995 EUR | 96.31% | 96.31% |