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 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,559 EUR | 499,279 EUR | 96.53% | 96.53% |
15/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 499,979 | 993,642 EUR | 499,300 EUR | 99.19% | 99.19% |
14/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,490 EUR | 499,245 EUR | 99.22% | 99.22% |
13/05/2024 | 0.50% | 99.25 % | 99.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,437 EUR | 498,719 EUR | 98.34% | 98.34% |
10/05/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,550 EUR | 498,275 EUR | 98.53% | 98.53% |
08/05/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,019 EUR | 498,010 EUR | 97.26% | 97.26% |
07/05/2024 | 0.50% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,512 EUR | 497,756 EUR | 97.68% | 97.68% |
06/05/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,944 EUR | 497,472 EUR | 98.92% | 98.92% |
03/05/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,030 EUR | 497,015 EUR | 98.77% | 98.77% |
02/05/2024 | 0.51% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,390 EUR | 496,195 EUR | 99.37% | 99.37% |