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 | 0.62% | 98.70 % | 99.30 % | 500,000 | 500,000 | 494,950 | 494,950 | 488,804 EUR | 491,778 EUR | 99.62% | 99.62% |
15/05/2024 | 0.62% | 98.50 % | 99.10 % | 500,000 | 500,000 | 494,941 | 494,941 | 487,128 EUR | 490,102 EUR | 99.43% | 99.43% |
14/05/2024 | 0.62% | 98.60 % | 99.20 % | 500,000 | 500,000 | 494,916 | 494,916 | 487,311 EUR | 490,285 EUR | 98.94% | 98.94% |
13/05/2024 | 0.63% | 98.20 % | 98.80 % | 500,000 | 500,000 | 494,972 | 494,972 | 486,408 EUR | 489,382 EUR | 100.00% | 100.00% |
10/05/2024 | 0.63% | 98.20 % | 98.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,425 EUR | 489,399 EUR | 100.00% | 100.00% |
08/05/2024 | 0.63% | 97.40 % | 98.00 % | 500,000 | 500,000 | 494,881 | 494,881 | 481,752 EUR | 484,726 EUR | 98.26% | 98.26% |
07/05/2024 | 0.63% | 97.70 % | 98.30 % | 500,000 | 500,000 | 494,911 | 494,911 | 483,237 EUR | 486,211 EUR | 98.84% | 98.84% |
06/05/2024 | 0.64% | 97.20 % | 97.80 % | 500,000 | 500,000 | 493,696 | 493,696 | 479,916 EUR | 482,896 EUR | 100.00% | 100.00% |
03/05/2024 | 0.63% | 96.90 % | 97.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,976 EUR | 482,950 EUR | 100.00% | 100.00% |
02/05/2024 | 0.64% | 96.70 % | 97.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 478,370 EUR | 481,344 EUR | 100.00% | 100.00% |