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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/05/2024 | 0.49% | 102.07 % | 102.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,093 EUR | 512,593 EUR | 100.00% | 100.00% |
16/05/2024 | 0.49% | 101.73 % | 102.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,889 EUR | 511,389 EUR | 100.00% | 100.00% |
15/05/2024 | 0.49% | 101.55 % | 102.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,393 EUR | 508,893 EUR | 100.00% | 100.00% |
14/05/2024 | 0.49% | 101.04 % | 101.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,619 EUR | 507,119 EUR | 100.00% | 100.00% |
13/05/2024 | 0.49% | 100.92 % | 101.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,435 EUR | 506,935 EUR | 100.00% | 100.00% |
10/05/2024 | 0.50% | 100.75 % | 101.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,506 EUR | 506,006 EUR | 100.00% | 100.00% |
08/05/2024 | 0.50% | 100.17 % | 100.67 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,634 EUR | 503,134 EUR | 100.00% | 100.00% |
07/05/2024 | 0.50% | 99.97 % | 100.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,876 EUR | 501,376 EUR | 100.00% | 100.00% |
06/05/2024 | 0.50% | 99.33 % | 99.83 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,997 EUR | 499,497 EUR | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.14 % | 99.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,549 EUR | 498,049 EUR | 100.00% | 100.00% |