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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,974 EUR | 507,974 EUR | 98.99% | 98.99% |
13/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,952 EUR | 507,952 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,881 EUR | 507,881 EUR | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 507,000 EUR | 98.15% | 98.15% |
07/05/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,561 EUR | 506,561 EUR | 99.47% | 99.47% |
06/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,164 EUR | 506,164 EUR | 100.00% | 100.00% |
03/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,833 EUR | 505,833 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,666 EUR | 504,666 EUR | 100.00% | 100.00% |
30/04/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,718 EUR | 504,718 EUR | 99.23% | 99.23% |
29/04/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,289 EUR | 506,289 EUR | 100.00% | 100.00% |