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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,926 EUR | 500,926 EUR | 98.26% | 98.26% |
07/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,177 EUR | 502,177 EUR | 99.45% | 99.45% |
06/05/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,733 EUR | 499,733 EUR | 100.00% | 100.00% |
03/05/2024 | 0.95% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,697 EUR | 499,438 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,107 EUR | 499,107 EUR | 100.00% | 100.00% |
30/04/2024 | 1.01% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,696 EUR | 495,696 EUR | 99.59% | 99.59% |
29/04/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,619 EUR | 497,619 EUR | 100.00% | 100.00% |
26/04/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,803 EUR | 493,803 EUR | 99.69% | 99.69% |
25/04/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,276 EUR | 493,276 EUR | 100.00% | 100.00% |
24/04/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,552 EUR | 490,552 EUR | 99.73% | 99.73% |