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 | 0.73% | 108.40 % | 109.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,341 EUR | 546,341 EUR | 99.63% | 99.63% |
15/05/2024 | 0.92% | 108.30 % | 109.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,001 EUR | 546,001 EUR | 99.42% | 99.42% |
14/05/2024 | 0.92% | 108.00 % | 109.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,308 EUR | 545,308 EUR | 98.95% | 98.95% |
13/05/2024 | 0.74% | 108.00 % | 108.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 539,936 EUR | 543,936 EUR | 100.00% | 100.00% |
10/05/2024 | 0.74% | 108.00 % | 108.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,272 EUR | 544,272 EUR | 99.84% | 99.84% |
08/05/2024 | 0.93% | 107.30 % | 108.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,124 EUR | 541,124 EUR | 98.26% | 98.26% |
07/05/2024 | 0.93% | 107.30 % | 108.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,457 EUR | 541,457 EUR | 99.45% | 99.45% |
06/05/2024 | 0.74% | 107.00 % | 107.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,146 EUR | 539,146 EUR | 100.00% | 100.00% |
03/05/2024 | 0.79% | 106.70 % | 107.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,727 EUR | 537,986 EUR | 100.00% | 100.00% |
02/05/2024 | 0.93% | 106.50 % | 107.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,303 EUR | 537,303 EUR | 100.00% | 100.00% |