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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 999,993 | 500,000 | 993,883 EUR | 499,445 EUR | 98.88% | 98.88% |
13/05/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 990,713 EUR | 497,857 EUR | 94.72% | 94.72% |
10/05/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,309 EUR | 496,654 EUR | 98.88% | 98.88% |
08/05/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,249 EUR | 489,625 EUR | 98.86% | 98.86% |
07/05/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,438 EUR | 489,219 EUR | 98.06% | 98.06% |
06/05/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 499,992 | 962,140 EUR | 483,563 EUR | 98.81% | 98.81% |
03/05/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,498 EUR | 485,249 EUR | 98.86% | 98.86% |
02/05/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 499,983 | 965,322 EUR | 485,145 EUR | 98.62% | 98.62% |
30/04/2024 | 0.52% | 94.60 % | 95.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,038 EUR | 481,013 EUR | 98.93% | 98.93% |
29/04/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 499,983 | 952,794 EUR | 478,844 EUR | 98.92% | 98.92% |