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 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,894 EUR | 510,894 EUR | 99.63% | 99.63% |
15/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 512,000 EUR | 99.42% | 99.42% |
14/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,508 EUR | 511,508 EUR | 98.94% | 98.94% |
13/05/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 511,000 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,477 EUR | 510,477 EUR | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,567 EUR | 510,567 EUR | 98.26% | 98.26% |
07/05/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,241 EUR | 509,241 EUR | 99.44% | 99.44% |
06/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,937 EUR | 508,937 EUR | 100.00% | 100.00% |
03/05/2024 | 0.84% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,554 EUR | 507,814 EUR | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,836 EUR | 507,836 EUR | 100.00% | 100.00% |