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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,888 | 494,888 | 494,610 EUR | 496,139 EUR | 98.40% | 98.40% |
13/06/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,932 | 494,932 | 500,677 EUR | 502,214 EUR | 99.27% | 99.27% |
12/06/2024 | 0.32% | 101.30 % | 101.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 500,981 EUR | 502,519 EUR | 100.00% | 100.00% |
11/06/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,939 | 494,939 | 501,197 EUR | 502,734 EUR | 99.31% | 99.31% |
10/06/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,886 EUR | 504,421 EUR | 100.00% | 100.00% |
07/06/2024 | 0.31% | 101.90 % | 102.20 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,145 EUR | 504,674 EUR | 100.00% | 100.00% |
05/06/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,365 EUR | 501,900 EUR | 100.00% | 100.00% |
04/06/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,926 | 494,926 | 500,811 EUR | 502,344 EUR | 99.14% | 99.14% |
03/06/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,973 | 494,973 | 502,585 EUR | 504,116 EUR | 100.00% | 100.00% |
31/05/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,966 | 494,966 | 502,518 EUR | 504,048 EUR | 99.94% | 99.94% |