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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 EUR | 505,500 EUR | 99.80% | 99.80% |
10/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 EUR | 505,500 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,448 EUR | 506,448 EUR | 98.26% | 98.26% |
07/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 EUR | 506,000 EUR | 99.42% | 99.42% |
06/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 EUR | 505,500 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,611 EUR | 504,870 EUR | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 EUR | 504,500 EUR | 100.00% | 100.00% |
30/04/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,000 EUR | 504,000 EUR | 99.59% | 99.59% |
29/04/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 EUR | 504,500 EUR | 100.00% | 100.00% |
26/04/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,372 EUR | 503,372 EUR | 99.44% | 99.44% |