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% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,956 | 494,956 | 496,441 EUR | 497,928 EUR | 99.73% | 99.73% |
15/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,941 | 494,941 | 496,426 EUR | 497,913 EUR | 99.44% | 99.44% |
14/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,916 | 494,916 | 496,401 EUR | 497,888 EUR | 98.95% | 98.95% |
13/05/2024 | 0.32% | 100.30 % | 100.60 % | 500,000 | 500,000 | 491,735 | 491,735 | 493,209 EUR | 494,690 EUR | 99.80% | 99.80% |
10/05/2024 | 0.31% | 100.40 % | 100.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,437 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.40 % | 100.70 % | 500,000 | 500,000 | 494,883 | 494,883 | 496,862 EUR | 498,349 EUR | 98.26% | 98.26% |
07/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,941 | 494,941 | 496,425 EUR | 497,913 EUR | 99.42% | 99.42% |
06/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,454 EUR | 497,942 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,454 EUR | 497,942 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,454 EUR | 497,942 EUR | 100.00% | 100.00% |