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 | 0.35% | 92.40 % | 92.71 % | 500,000 | 500,000 | 495,223 | 495,223 | 454,400 EUR | 455,940 EUR | 100.00% | 100.00% |
10/01/2025 | 0.34% | 92.20 % | 92.51 % | 500,000 | 500,000 | 495,234 | 495,234 | 460,925 EUR | 462,465 EUR | 100.00% | 100.00% |
09/01/2025 | 0.34% | 93.50 % | 93.81 % | 500,000 | 500,000 | 495,214 | 495,214 | 465,390 EUR | 466,931 EUR | 99.58% | 99.58% |
08/01/2025 | 0.34% | 94.60 % | 94.91 % | 500,000 | 500,000 | 495,240 | 495,240 | 469,071 EUR | 470,611 EUR | 100.00% | 100.00% |
07/01/2025 | 0.33% | 95.40 % | 95.71 % | 500,000 | 500,000 | 495,234 | 495,234 | 477,529 EUR | 479,069 EUR | 100.00% | 100.00% |
06/01/2025 | 0.53% | 96.00 % | 96.50 % | 500,000 | 500,000 | 495,104 | 495,104 | 473,621 EUR | 476,102 EUR | 97.48% | 97.48% |
30/12/2024 | 0.55% | 94.00 % | 94.50 % | 500,000 | 500,000 | 491,906 | 491,906 | 462,368 EUR | 464,837 EUR | 58.93% | 58.93% |
27/12/2024 | 0.54% | 94.20 % | 94.70 % | 500,000 | 500,000 | 495,163 | 495,163 | 465,118 EUR | 467,599 EUR | 98.53% | 98.53% |
23/12/2024 | 0.34% | 92.90 % | 93.21 % | 500,000 | 500,000 | 495,230 | 495,230 | 460,539 EUR | 462,080 EUR | 100.00% | 100.00% |
20/12/2024 | 0.34% | 93.40 % | 93.71 % | 500,000 | 500,000 | 495,049 | 495,049 | 459,736 EUR | 461,275 EUR | 96.32% | 96.32% |