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 | 1.66% | 95.40 % | 96.20 % | 500,000 | 500,000 | 147,877 | 147,877 | 141,644 EUR | 143,217 EUR | 99.51% | 99.51% |
18/12/2024 | 1.59% | 96.90 % | 97.70 % | 500,000 | 500,000 | 147,528 | 147,528 | 142,799 EUR | 144,340 EUR | 99.93% | 99.93% |
17/12/2024 | 1.78% | 96.50 % | 97.50 % | 500,000 | 500,000 | 147,092 | 147,092 | 143,025 EUR | 144,852 EUR | 100.00% | 100.00% |
16/12/2024 | 1.74% | 98.40 % | 99.40 % | 500,000 | 500,000 | 147,826 | 147,826 | 145,924 EUR | 147,765 EUR | 100.00% | 100.00% |