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 | 0.47% | 52.35 % | 52.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 530,014 EUR | 266,257 EUR | 99.37% | 99.37% |
15/05/2024 | 0.47% | 53.65 % | 53.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 533,619 EUR | 268,059 EUR | 99.37% | 99.37% |
14/05/2024 | 0.48% | 53.65 % | 53.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 544,833 EUR | 273,731 EUR | 99.38% | 99.38% |
13/05/2024 | 0.46% | 54.15 % | 54.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 538,584 EUR | 270,542 EUR | 98.80% | 98.80% |
10/05/2024 | 0.47% | 53.25 % | 53.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 534,578 EUR | 268,539 EUR | 99.14% | 99.14% |
08/05/2024 | 0.48% | 52.50 % | 52.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 525,050 EUR | 263,775 EUR | 98.95% | 98.95% |
07/05/2024 | 0.48% | 52.75 % | 53.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 522,020 EUR | 262,260 EUR | 99.10% | 99.10% |
06/05/2024 | 0.48% | 51.75 % | 52.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 519,958 EUR | 261,229 EUR | 98.87% | 98.87% |
03/05/2024 | 0.48% | 51.90 % | 52.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 518,737 EUR | 260,618 EUR | 99.29% | 99.29% |
02/05/2024 | 0.47% | 52.10 % | 52.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 526,621 EUR | 264,560 EUR | 99.37% | 99.37% |