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% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,944 | 494,944 | 495,439 EUR | 496,927 EUR | 99.51% | 99.51% |
15/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,941 | 494,941 | 495,436 EUR | 496,923 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,913 | 494,913 | 495,408 EUR | 496,896 EUR | 98.90% | 98.90% |
13/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,464 EUR | 496,952 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,464 EUR | 496,952 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,875 | 494,875 | 495,370 EUR | 496,857 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,941 | 494,941 | 495,436 EUR | 496,924 EUR | 99.44% | 99.44% |
06/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,460 EUR | 496,948 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,139 EUR | 496,626 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.00 % | 100.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,981 EUR | 496,468 EUR | 100.00% | 100.00% |