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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2024 | 2.44% | 85.30 % | 87.40 % | 500,000 | 500,000 | 494,951 | 494,951 | 423,941 EUR | 434,181 EUR | 99.63% | 99.63% |
15/05/2024 | 2.23% | 86.30 % | 88.20 % | 500,000 | 500,000 | 494,941 | 494,941 | 427,222 EUR | 436,667 EUR | 99.43% | 99.43% |
14/05/2024 | 2.22% | 86.40 % | 88.30 % | 500,000 | 500,000 | 494,916 | 494,916 | 428,155 EUR | 437,580 EUR | 98.94% | 98.94% |
13/05/2024 | 2.44% | 85.80 % | 87.80 % | 500,000 | 500,000 | 494,944 | 494,969 | 421,536 EUR | 431,739 EUR | 100.00% | 100.00% |
10/05/2024 | 2.41% | 84.10 % | 86.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 421,685 EUR | 431,764 EUR | 100.00% | 100.00% |
08/05/2024 | 2.36% | 85.70 % | 87.70 % | 500,000 | 500,000 | 494,881 | 494,881 | 424,294 EUR | 434,224 EUR | 98.26% | 98.26% |
07/05/2024 | 2.60% | 82.40 % | 84.70 % | 500,000 | 500,000 | 494,944 | 494,944 | 417,279 EUR | 428,024 EUR | 99.49% | 99.49% |
06/05/2024 | 2.61% | 83.50 % | 85.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 413,249 EUR | 423,947 EUR | 100.00% | 100.00% |
03/05/2024 | 2.66% | 82.80 % | 85.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 413,274 EUR | 424,175 EUR | 100.00% | 100.00% |
02/05/2024 | 2.80% | 83.10 % | 85.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 410,378 EUR | 421,802 EUR | 100.00% | 100.00% |