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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,398 EUR | 488,398 EUR | 98.95% | 98.95% |
13/05/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,733 EUR | 479,733 EUR | 99.24% | 99.24% |
10/05/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 499,914 | 471,140 EUR | 475,058 EUR | 99.84% | 99.84% |
08/05/2024 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,663 EUR | 470,663 EUR | 98.26% | 98.26% |
07/05/2024 | 1.07% | 93.60 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,699 EUR | 471,699 EUR | 99.43% | 99.43% |
06/05/2024 | 0.86% | 92.30 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,433 EUR | 466,433 EUR | 100.00% | 100.00% |
03/05/2024 | 0.92% | 91.50 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,550 EUR | 462,810 EUR | 100.00% | 100.00% |
02/05/2024 | 1.09% | 91.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,143 EUR | 459,143 EUR | 100.00% | 100.00% |
30/04/2024 | 0.87% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,344 EUR | 460,344 EUR | 99.59% | 99.59% |
29/04/2024 | 1.07% | 92.80 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,673 EUR | 468,673 EUR | 100.00% | 100.00% |