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 | 1.83% | 53.55 % | 54.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,144 EUR | 55,144 EUR | 99.75% | 99.75% |
15/05/2024 | 1.82% | 54.75 % | 55.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,445 EUR | 55,445 EUR | 99.56% | 99.56% |
14/05/2024 | 1.79% | 54.60 % | 55.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 55,442 EUR | 56,442 EUR | 99.56% | 99.56% |
13/05/2024 | 1.81% | 55.05 % | 56.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,814 EUR | 55,814 EUR | 96.73% | 96.73% |
10/05/2024 | 1.82% | 54.30 % | 55.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 54,447 EUR | 55,447 EUR | 98.19% | 98.19% |
08/05/2024 | 1.85% | 53.65 % | 54.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,474 EUR | 54,474 EUR | 99.60% | 99.60% |
07/05/2024 | 1.86% | 53.70 % | 54.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,162 EUR | 54,162 EUR | 99.66% | 99.66% |
06/05/2024 | 1.87% | 52.75 % | 53.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,961 EUR | 53,961 EUR | 90.15% | 90.15% |
03/05/2024 | 1.87% | 52.85 % | 53.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 52,844 EUR | 53,844 EUR | 96.88% | 96.88% |
02/05/2024 | 1.86% | 53.05 % | 54.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 53,220 EUR | 54,220 EUR | 12.14% | 12.14% |