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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/12/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,538 EUR | 257,589 EUR | 99.85% | 99.85% |
19/12/2024 | 0.80% | 102.71 % | 103.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,056 EUR | 259,127 EUR | 99.93% | 99.93% |
18/12/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,939 EUR | 260,014 EUR | 100.00% | 100.00% |
17/12/2024 | 0.80% | 103.33 % | 104.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,550 EUR | 261,625 EUR | 100.00% | 100.00% |
16/12/2024 | 0.80% | 103.90 % | 104.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,572 EUR | 261,647 EUR | 100.00% | 100.00% |
13/12/2024 | 0.80% | 103.96 % | 104.79 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,156 EUR | 262,256 EUR | 100.00% | 100.00% |
12/12/2024 | 0.80% | 103.93 % | 104.76 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,131 EUR | 262,227 EUR | 100.00% | 100.00% |
11/12/2024 | 0.80% | 103.99 % | 104.83 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,273 EUR | 261,349 EUR | 100.00% | 100.00% |
10/12/2024 | 0.80% | 103.75 % | 104.58 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,026 EUR | 261,101 EUR | 100.00% | 100.00% |
09/12/2024 | 0.80% | 103.53 % | 104.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,463 EUR | 262,560 EUR | 100.00% | 100.00% |