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 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,050 EUR | 505,023 EUR | 96.59% | 96.59% |
07/05/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,750 EUR | 504,873 EUR | 96.72% | 96.72% |
06/05/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,420 EUR | 504,212 EUR | 88.49% | 88.49% |
03/05/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,960 EUR | 503,979 EUR | 94.76% | 94.76% |
02/05/2024 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,880 EUR | 503,940 EUR | 97.88% | 97.88% |
30/04/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,570 EUR | 503,786 EUR | 92.14% | 92.14% |
29/04/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,010 EUR | 504,004 EUR | 94.96% | 94.96% |
26/04/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,790 EUR | 503,895 EUR | 93.04% | 93.04% |
25/04/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,770 EUR | 503,887 EUR | 97.05% | 97.05% |
24/04/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,940 EUR | 503,970 EUR | 95.76% | 95.76% |