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 | 1.02% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 EUR | 100,979 EUR | 99.75% | 99.75% |
15/05/2024 | 1.03% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 EUR | 100,983 EUR | 99.56% | 99.56% |
14/05/2024 | 1.01% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,950 EUR | 100,966 EUR | 99.56% | 99.56% |
13/05/2024 | 0.97% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,949 EUR | 100,920 EUR | 96.73% | 96.73% |
10/05/2024 | 1.02% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,967 EUR | 100,991 EUR | 99.88% | 99.88% |
08/05/2024 | 1.00% | 99.95 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,941 EUR | 100,950 EUR | 99.60% | 99.60% |
07/05/2024 | 0.96% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,933 EUR | 100,901 EUR | 99.66% | 99.66% |
06/05/2024 | 0.97% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,924 EUR | 100,900 EUR | 90.15% | 90.15% |
03/05/2024 | 0.99% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,904 EUR | 100,895 EUR | 96.89% | 96.89% |
02/05/2024 | 1.00% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,815 EUR | 100,821 EUR | 97.97% | 97.97% |