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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.84% | 59.53 % | 60.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 296,151 EUR | 298,651 EUR | 97.56% | 97.56% |
14/05/2024 | 0.82% | 59.46 % | 59.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 302,134 EUR | 304,634 EUR | 100.00% | 100.00% |
13/05/2024 | 0.83% | 59.99 % | 60.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 298,553 EUR | 301,053 EUR | 100.00% | 100.00% |
10/05/2024 | 0.84% | 59.04 % | 59.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 296,110 EUR | 298,610 EUR | 100.00% | 100.00% |
08/05/2024 | 0.86% | 58.10 % | 58.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 290,307 EUR | 292,807 EUR | 100.00% | 100.00% |
07/05/2024 | 0.86% | 58.34 % | 58.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 288,592 EUR | 291,092 EUR | 100.00% | 100.00% |
06/05/2024 | 0.87% | 57.22 % | 57.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 287,310 EUR | 289,810 EUR | 100.00% | 100.00% |
03/05/2024 | 0.87% | 57.30 % | 57.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 286,453 EUR | 288,953 EUR | 99.97% | 99.97% |
02/05/2024 | 0.86% | 57.51 % | 58.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 290,590 EUR | 293,090 EUR | 100.00% | 100.00% |
30/04/2024 | 0.88% | 55.98 % | 56.48 % | 500,000 | 500,000 | 500,000 | 500,000 | 281,292 EUR | 283,792 EUR | 100.00% | 100.00% |