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 | 0.45% | 111.61 % | 112.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 558,050 EUR | 560,550 EUR | 100.00% | 100.00% |
15/05/2024 | 0.45% | 111.57 % | 112.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,850 EUR | 560,350 EUR | 100.00% | 100.00% |
14/05/2024 | 0.45% | 111.56 % | 112.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,800 EUR | 560,300 EUR | 100.00% | 100.00% |
13/05/2024 | 0.45% | 111.55 % | 112.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,750 EUR | 560,250 EUR | 100.00% | 100.00% |
10/05/2024 | 0.45% | 111.53 % | 112.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,650 EUR | 560,150 EUR | 100.00% | 100.00% |
08/05/2024 | 0.45% | 111.48 % | 111.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,400 EUR | 559,900 EUR | 100.00% | 100.00% |
07/05/2024 | 0.45% | 111.47 % | 111.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,350 EUR | 559,850 EUR | 100.00% | 100.00% |
06/05/2024 | 0.45% | 111.46 % | 111.96 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,300 EUR | 559,800 EUR | 100.00% | 100.00% |
03/05/2024 | 0.45% | 111.44 % | 111.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 557,200 EUR | 559,700 EUR | 100.00% | 100.00% |
02/05/2024 | 0.45% | 111.43 % | 111.93 % | 500,000 | 500,000 | 499,999 | 500,000 | 557,149 EUR | 559,650 EUR | 100.00% | 100.00% |