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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 503,500 EUR | 97.57% | 97.57% |
24/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 502,500 EUR | 100.00% | 100.00% |
23/05/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,591 EUR | 502,604 EUR | 99.25% | 99.25% |
22/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,500 EUR | 503,500 EUR | 100.00% | 100.00% |
21/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,276 EUR | 503,276 EUR | 99.49% | 99.49% |
17/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,444 EUR | 503,444 EUR | 100.00% | 100.00% |
16/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,500 EUR | 503,500 EUR | 99.51% | 99.51% |
15/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,440 EUR | 502,440 EUR | 99.43% | 99.43% |
14/05/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,024 EUR | 502,024 EUR | 98.90% | 98.90% |
13/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,456 EUR | 503,456 EUR | 100.00% | 100.00% |