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 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,955 EUR | 493,477 EUR | 98.33% | 98.33% |
19/12/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,414 EUR | 493,707 EUR | 95.82% | 95.82% |
18/12/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,066 EUR | 495,033 EUR | 98.92% | 98.92% |
17/12/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,147 EUR | 495,073 EUR | 98.92% | 98.92% |
16/12/2024 | 0.51% | 98.55 % | 99.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,432 EUR | 495,216 EUR | 98.91% | 98.91% |
13/12/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,221 EUR | 495,110 EUR | 98.88% | 98.88% |
12/12/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,394 EUR | 495,197 EUR | 98.91% | 98.91% |