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 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,688 EUR | 500,688 EUR | 99.61% | 99.61% |
15/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,307 EUR | 502,307 EUR | 99.41% | 99.41% |
14/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,877 EUR | 500,877 EUR | 98.96% | 98.96% |
13/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,474 EUR | 499,474 EUR | 99.07% | 99.07% |
10/05/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,775 EUR | 495,775 EUR | 99.84% | 99.84% |
08/05/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,501 EUR | 496,501 EUR | 98.15% | 98.15% |
07/05/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,492 EUR | 498,492 EUR | 99.45% | 99.45% |
06/05/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,762 EUR | 496,762 EUR | 99.85% | 99.85% |
03/05/2024 | 0.86% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,196 EUR | 496,456 EUR | 100.00% | 100.00% |
02/05/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,054 EUR | 494,054 EUR | 100.00% | 100.00% |