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 | 0.85% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,646 EUR | 474,646 EUR | 99.57% | 99.57% |
15/05/2024 | 1.07% | 94.10 % | 95.10 % | 500,000 | 500,000 | 500,000 | 499,989 | 463,815 EUR | 468,805 EUR | 99.43% | 99.43% |
14/05/2024 | 1.05% | 94.60 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,157 EUR | 478,157 EUR | 99.02% | 99.02% |
13/05/2024 | 0.86% | 92.50 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,723 EUR | 465,723 EUR | 100.00% | 100.00% |
10/05/2024 | 0.85% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,376 EUR | 470,376 EUR | 99.84% | 99.84% |
08/05/2024 | 1.09% | 92.00 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,818 EUR | 461,818 EUR | 98.26% | 98.26% |
07/05/2024 | 1.10% | 90.80 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,592 EUR | 457,592 EUR | 99.43% | 99.43% |
06/05/2024 | 0.89% | 89.40 % | 90.20 % | 500,000 | 500,000 | 500,000 | 499,153 | 449,925 EUR | 453,159 EUR | 100.00% | 100.00% |
03/05/2024 | 0.94% | 89.70 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,368 EUR | 453,627 EUR | 100.00% | 100.00% |
02/05/2024 | 1.15% | 86.80 % | 87.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,442 EUR | 437,442 EUR | 99.99% | 99.99% |