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 | 0.88% | 93.30 % | 95.20 % | 50,000 | 50,000 | 487,992 | 487,992 | 455,396 EUR | 459,314 EUR | 98.18% | 98.18% |
15/05/2024 | 0.90% | 92.50 % | 94.40 % | 50,000 | 50,000 | 485,647 | 485,647 | 449,111 EUR | 453,013 EUR | 98.40% | 98.40% |
14/05/2024 | 0.68% | 92.10 % | 93.80 % | 50,000 | 50,000 | 487,229 | 487,229 | 447,637 EUR | 450,576 EUR | 97.64% | 97.64% |
13/05/2024 | 2.74% | 91.80 % | 93.70 % | 50,000 | 50,000 | 283,829 | 283,829 | 260,293 EUR | 264,739 EUR | 98.87% | 98.87% |
10/05/2024 | - | 91.70 % | 94.30 % | 50,000 | 50,000 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 0.00% |
08/05/2024 | 0.91% | 91.40 % | 93.30 % | 50,000 | 50,000 | 488,123 | 488,123 | 444,023 EUR | 447,942 EUR | 96.65% | 96.65% |
07/05/2024 | 0.91% | 90.70 % | 92.50 % | 50,000 | 50,000 | 486,485 | 486,485 | 440,731 EUR | 444,638 EUR | 98.80% | 98.80% |
06/05/2024 | 0.92% | 89.90 % | 91.80 % | 50,000 | 50,000 | 485,826 | 485,826 | 436,922 EUR | 440,826 EUR | 98.95% | 98.95% |
03/05/2024 | 0.92% | 89.60 % | 91.50 % | 50,000 | 50,000 | 487,503 | 487,503 | 435,847 EUR | 439,762 EUR | 98.57% | 98.57% |
02/05/2024 | 0.93% | 89.50 % | 91.30 % | 50,000 | 50,000 | 486,942 | 486,942 | 435,370 EUR | 439,281 EUR | 98.69% | 98.69% |