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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/03/2025 | 0.80% | 102.80 % | 103.60 % | 500,000 | 500,000 | 495,242 | 495,242 | 509,352 EUR | 513,325 EUR | 99.72% | 99.72% |
12/03/2025 | 0.79% | 103.10 % | 103.90 % | 500,000 | 500,000 | 495,187 | 495,187 | 511,690 EUR | 515,663 EUR | 99.01% | 99.01% |
11/03/2025 | 0.79% | 102.90 % | 103.70 % | 500,000 | 500,000 | 495,233 | 495,233 | 513,294 EUR | 517,266 EUR | 99.97% | 99.97% |
10/03/2025 | 0.79% | 103.40 % | 104.20 % | 500,000 | 500,000 | 495,230 | 495,230 | 511,356 EUR | 515,328 EUR | 100.00% | 100.00% |
07/03/2025 | 0.79% | 103.30 % | 104.10 % | 500,000 | 500,000 | 495,234 | 495,234 | 511,610 EUR | 515,582 EUR | 100.00% | 100.00% |
06/03/2025 | 0.78% | 104.30 % | 105.10 % | 500,000 | 500,000 | 495,233 | 495,233 | 516,234 EUR | 520,207 EUR | 100.00% | 100.00% |
05/03/2025 | 0.79% | 103.20 % | 104.00 % | 500,000 | 500,000 | 495,232 | 495,232 | 512,899 EUR | 516,872 EUR | 99.99% | 99.99% |
04/03/2025 | 0.81% | 101.10 % | 101.90 % | 500,000 | 500,000 | 495,220 | 495,220 | 500,952 EUR | 504,924 EUR | 99.39% | 99.39% |
03/03/2025 | 0.80% | 102.60 % | 103.40 % | 500,000 | 500,000 | 495,234 | 495,234 | 508,574 EUR | 512,547 EUR | 100.00% | 100.00% |
28/02/2025 | 0.80% | 102.10 % | 102.90 % | 500,000 | 500,000 | 495,234 | 495,234 | 505,859 EUR | 509,831 EUR | 100.00% | 100.00% |