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 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,988 EUR | 496,988 EUR | 99.51% | 99.51% |
15/05/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,139 EUR | 514,139 EUR | 99.43% | 99.43% |
14/05/2024 | 0.98% | 101.70 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,896 EUR | 513,896 EUR | 98.92% | 98.92% |
13/05/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,796 EUR | 512,796 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,074 EUR | 511,074 EUR | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,364 EUR | 511,364 EUR | 98.15% | 98.15% |
07/05/2024 | 0.99% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,102 EUR | 508,102 EUR | 99.44% | 99.44% |
06/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,115 EUR | 506,115 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,710 EUR | 503,969 EUR | 99.99% | 99.99% |
02/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,369 EUR | 502,369 EUR | 100.00% | 100.00% |