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 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,950 | 494,950 | 497,920 EUR | 499,407 EUR | 99.61% | 99.61% |
15/05/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,941 | 494,941 | 497,910 EUR | 499,398 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,915 | 494,915 | 497,885 EUR | 499,372 EUR | 98.93% | 98.93% |
13/05/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,939 EUR | 499,427 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,939 EUR | 499,427 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,875 | 494,875 | 498,339 EUR | 499,826 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,941 | 494,941 | 498,410 EUR | 499,898 EUR | 99.44% | 99.44% |
06/05/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,545 EUR | 500,033 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,434 EUR | 499,922 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,434 EUR | 499,922 EUR | 100.00% | 100.00% |