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% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 509,500 EUR | 99.61% | 99.61% |
15/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,066 EUR | 509,066 EUR | 99.43% | 99.43% |
14/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,101 EUR | 509,101 EUR | 98.94% | 98.94% |
13/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,001 EUR | 510,001 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,998 EUR | 509,998 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 101.00 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 EUR | 510,000 EUR | 98.15% | 98.15% |
07/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,108 EUR | 509,108 EUR | 99.43% | 99.43% |
06/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,868 EUR | 508,868 EUR | 100.00% | 100.00% |
03/05/2024 | 0.84% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,191 EUR | 508,451 EUR | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,620 EUR | 507,620 EUR | 100.00% | 100.00% |