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 | 0.84% | 97.50 % | 98.30 % | 500,000 | 500,000 | 494,951 | 494,951 | 482,212 EUR | 486,177 EUR | 99.63% | 99.63% |
15/05/2024 | 0.84% | 97.20 % | 98.00 % | 500,000 | 500,000 | 494,941 | 494,941 | 480,490 EUR | 484,454 EUR | 99.43% | 99.43% |
14/05/2024 | 0.84% | 97.20 % | 98.00 % | 500,000 | 500,000 | 494,916 | 494,916 | 481,222 EUR | 485,187 EUR | 98.95% | 98.95% |
13/05/2024 | 0.85% | 97.00 % | 97.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,758 EUR | 481,723 EUR | 100.00% | 100.00% |
10/05/2024 | 0.85% | 96.00 % | 96.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 477,906 EUR | 481,871 EUR | 100.00% | 100.00% |
08/05/2024 | 0.85% | 96.70 % | 97.50 % | 500,000 | 500,000 | 494,881 | 494,881 | 478,332 EUR | 482,296 EUR | 98.26% | 98.26% |
07/05/2024 | 0.89% | 93.90 % | 94.70 % | 500,000 | 500,000 | 494,942 | 494,942 | 472,403 EUR | 476,546 EUR | 99.45% | 99.45% |
06/05/2024 | 0.86% | 95.30 % | 96.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 471,410 EUR | 475,375 EUR | 100.00% | 100.00% |
03/05/2024 | 0.86% | 94.20 % | 95.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 468,749 EUR | 472,714 EUR | 100.00% | 100.00% |
02/05/2024 | 0.87% | 94.40 % | 95.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 466,328 EUR | 470,293 EUR | 100.00% | 100.00% |