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 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 EUR | 508,500 EUR | 99.63% | 99.63% |
15/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,665 EUR | 508,665 EUR | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,936 EUR | 508,936 EUR | 99.04% | 99.04% |
13/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,008 EUR | 509,008 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,728 EUR | 508,728 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,679 EUR | 508,679 EUR | 98.15% | 98.15% |
07/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,656 EUR | 507,656 EUR | 99.43% | 99.43% |
06/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,250 EUR | 507,250 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,911 EUR | 506,171 EUR | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,991 EUR | 506,991 EUR | 100.00% | 100.00% |