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 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,877 EUR | 510,877 EUR | 99.62% | 99.62% |
15/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,892 EUR | 509,892 EUR | 99.43% | 99.43% |
14/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 511,000 EUR | 99.04% | 99.04% |
13/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,515 EUR | 511,515 EUR | 99.81% | 99.81% |
10/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,766 EUR | 511,766 EUR | 99.84% | 99.84% |
08/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,991 EUR | 509,991 EUR | 98.15% | 98.15% |
07/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,910 EUR | 510,910 EUR | 100.00% | 100.00% |
06/05/2024 | - | 101.20 % | 102.20 % | 50,000 | 50,000 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 0.00% |
03/05/2024 | 0.93% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,740 EUR | 510,480 EUR | 100.00% | 100.00% |
02/05/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,204 EUR | 509,204 EUR | 100.00% | 100.00% |