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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,073 EUR | 503,073 EUR | 99.74% | 99.74% |
15/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,912 EUR | 501,912 EUR | 99.42% | 99.42% |
14/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,038 EUR | 503,038 EUR | 99.03% | 99.03% |
13/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,129 EUR | 504,129 EUR | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,741 EUR | 504,741 EUR | 99.84% | 99.84% |
08/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,297 EUR | 504,297 EUR | 98.26% | 98.26% |
07/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,588 EUR | 503,588 EUR | 99.45% | 99.45% |
06/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,011 EUR | 503,011 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,080 EUR | 503,340 EUR | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,237 EUR | 501,237 EUR | 100.00% | 100.00% |