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 | 1.83% | 53.55 % | 54.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,236 EUR | 55,236 EUR | 99.75% | 99.75% |
15/05/2024 | 1.81% | 54.95 % | 55.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,649 EUR | 55,649 EUR | 99.56% | 99.56% |
14/05/2024 | 1.78% | 54.80 % | 55.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,799 EUR | 56,799 EUR | 98.91% | 98.91% |
13/05/2024 | 1.80% | 55.40 % | 56.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,153 EUR | 56,153 EUR | 96.73% | 96.73% |
10/05/2024 | 1.81% | 54.55 % | 55.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,729 EUR | 55,729 EUR | 99.88% | 99.88% |
08/05/2024 | 1.84% | 53.80 % | 54.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,762 EUR | 54,762 EUR | 99.60% | 99.60% |
07/05/2024 | 1.85% | 54.05 % | 55.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,458 EUR | 54,458 EUR | 99.66% | 99.66% |
06/05/2024 | 1.86% | 53.05 % | 54.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,255 EUR | 54,255 EUR | 90.15% | 90.15% |
03/05/2024 | 1.87% | 53.15 % | 54.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,098 EUR | 54,098 EUR | 96.67% | 96.67% |
02/05/2024 | 1.85% | 53.40 % | 54.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,529 EUR | 54,529 EUR | 12.03% | 12.03% |