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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,000 EUR | 520,000 EUR | 83.88% | 100.00% |
10/05/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,000 EUR | 520,000 EUR | 99.84% | 99.84% |
08/05/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,500 EUR | 519,500 EUR | 98.15% | 98.15% |
07/05/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,500 EUR | 520,500 EUR | 99.44% | 99.44% |
06/05/2024 | 0.96% | 103.20 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,000 EUR | 521,000 EUR | 100.00% | 100.00% |
03/05/2024 | 0.92% | 103.10 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,630 EUR | 520,370 EUR | 100.00% | 100.00% |
02/05/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,000 EUR | 520,000 EUR | 100.00% | 100.00% |
30/04/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,000 EUR | 520,000 EUR | 99.24% | 99.24% |
29/04/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,763 EUR | 519,763 EUR | 100.00% | 100.00% |
26/04/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,500 EUR | 519,500 EUR | 99.69% | 99.69% |