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 | 0.82% | 99.60 % | 100.40 % | 500,000 | 500,000 | 494,950 | 494,950 | 492,942 EUR | 496,907 EUR | 99.61% | 99.61% |
15/05/2024 | 0.82% | 99.30 % | 100.10 % | 500,000 | 500,000 | 494,941 | 494,941 | 491,009 EUR | 494,974 EUR | 99.43% | 99.43% |
14/05/2024 | 0.82% | 99.40 % | 100.20 % | 500,000 | 500,000 | 494,916 | 494,916 | 491,279 EUR | 495,243 EUR | 98.94% | 98.94% |
13/05/2024 | 0.83% | 99.10 % | 99.90 % | 500,000 | 500,000 | 494,971 | 494,971 | 490,518 EUR | 494,483 EUR | 100.00% | 100.00% |
10/05/2024 | 0.82% | 99.00 % | 99.80 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,541 EUR | 494,506 EUR | 100.00% | 100.00% |
08/05/2024 | 0.83% | 98.30 % | 99.10 % | 500,000 | 500,000 | 494,875 | 494,875 | 485,935 EUR | 489,899 EUR | 98.15% | 98.15% |
07/05/2024 | 0.83% | 98.50 % | 99.30 % | 500,000 | 500,000 | 494,911 | 494,911 | 487,139 EUR | 491,103 EUR | 98.84% | 98.84% |
06/05/2024 | 0.85% | 98.00 % | 98.80 % | 500,000 | 500,000 | 493,696 | 493,696 | 483,863 EUR | 487,835 EUR | 100.00% | 100.00% |
03/05/2024 | 0.84% | 97.70 % | 98.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,080 EUR | 488,045 EUR | 100.00% | 100.00% |
02/05/2024 | 0.84% | 97.60 % | 98.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 482,451 EUR | 486,416 EUR | 100.00% | 100.00% |