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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/12/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 495,121 | 495,121 | 491,944 EUR | 493,484 EUR | 97.68% | 97.68% |
18/12/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 495,237 | 495,237 | 492,467 EUR | 494,007 EUR | 100.00% | 100.00% |
17/12/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 495,238 | 495,238 | 489,613 EUR | 491,153 EUR | 100.00% | 100.00% |
16/12/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 495,232 | 495,232 | 490,020 EUR | 491,561 EUR | 100.00% | 100.00% |
13/12/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 495,237 | 495,237 | 496,726 EUR | 498,266 EUR | 100.00% | 100.00% |
12/12/2024 | 0.51% | 99.70 % | 100.20 % | 500,000 | 500,000 | 495,234 | 495,234 | 493,432 EUR | 495,913 EUR | 100.00% | 100.00% |
11/12/2024 | 0.51% | 99.70 % | 100.20 % | 500,000 | 500,000 | 495,202 | 495,202 | 493,499 EUR | 495,980 EUR | 99.36% | 99.36% |