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% | 99.90 % | 100.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,180 EUR | 502,090 EUR | 96.23% | 96.23% |
15/05/2024 | 0.50% | 99.95 % | 100.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,550 EUR | 502,275 EUR | 98.84% | 98.84% |
14/05/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,759 EUR | 502,379 EUR | 98.93% | 98.93% |
13/05/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,603 EUR | 501,802 EUR | 94.41% | 94.41% |
10/05/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,432 EUR | 501,716 EUR | 98.25% | 98.25% |
08/05/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,058 EUR | 501,529 EUR | 96.74% | 96.74% |
07/05/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,121 EUR | 502,060 EUR | 97.18% | 97.18% |
06/05/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,737 EUR | 501,868 EUR | 98.67% | 98.67% |
03/05/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,756 EUR | 501,878 EUR | 98.55% | 98.55% |
02/05/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,408 EUR | 501,204 EUR | 98.92% | 98.92% |