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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/01/2025 | 0.77% | 104.10 % | 104.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,160 EUR | 523,160 EUR | 100.00% | 100.00% |
29/01/2025 | 0.97% | 103.10 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,827 EUR | 517,827 EUR | 100.00% | 100.00% |
28/01/2025 | 0.86% | 105.80 % | 106.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,083 EUR | 533,667 EUR | 100.00% | 100.00% |
27/01/2025 | 0.76% | 105.20 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,920 EUR | 525,920 EUR | 100.00% | 100.00% |
24/01/2025 | 0.94% | 104.40 % | 105.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,236 EUR | 532,236 EUR | 99.83% | 99.83% |
23/01/2025 | 0.98% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,509 EUR | 514,509 EUR | 99.19% | 99.19% |