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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,000 EUR | 504,500 EUR | 99.52% | 99.52% |
06/05/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,516 EUR | 504,016 EUR | 100.00% | 100.00% |
03/05/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,967 EUR | 504,467 EUR | 100.00% | 100.00% |
02/05/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,532 EUR | 504,032 EUR | 100.00% | 100.00% |
30/04/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,983 EUR | 504,483 EUR | 99.24% | 99.24% |
29/04/2024 | 0.30% | 100.50 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,895 EUR | 504,395 EUR | 100.00% | 100.00% |
26/04/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,977 EUR | 504,477 EUR | 99.68% | 99.68% |
25/04/2024 | 0.55% | 100.50 % | 100.80 % | 500,000 | 500,000 | 440,613 | 440,613 | 442,758 EUR | 444,311 EUR | 99.25% | 99.25% |
24/04/2024 | 0.61% | 100.60 % | 100.90 % | 500,000 | 500,000 | 423,598 | 423,598 | 426,087 EUR | 427,807 EUR | 99.57% | 99.57% |
23/04/2024 | 0.30% | 100.60 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,910 EUR | 504,410 EUR | 99.74% | 99.74% |