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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.31% | 100.30 % | 100.60 % | 500,000 | 500,000 | 494,881 | 494,881 | 496,365 EUR | 497,853 EUR | 98.26% | 98.26% |
07/05/2024 | 0.31% | 100.40 % | 100.70 % | 500,000 | 500,000 | 494,941 | 494,941 | 496,551 EUR | 498,039 EUR | 99.43% | 99.43% |
06/05/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,966 EUR | 497,454 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,959 EUR | 497,447 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,536 EUR | 497,024 EUR | 100.00% | 100.00% |
30/04/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,933 | 494,933 | 495,432 EUR | 496,920 EUR | 99.24% | 99.24% |
29/04/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,561 EUR | 497,049 EUR | 100.00% | 100.00% |
26/04/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,954 | 494,954 | 495,813 EUR | 497,301 EUR | 99.69% | 99.69% |
25/04/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,798 EUR | 497,286 EUR | 99.99% | 99.99% |
24/04/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,956 | 494,956 | 495,944 EUR | 497,431 EUR | 99.72% | 99.72% |