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 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,326 EUR | 98,326 EUR | 99.75% | 99.75% |
15/05/2024 | 1.04% | 97.00 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,216 EUR | 96,216 EUR | 99.35% | 99.35% |
14/05/2024 | 1.03% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,974 EUR | 97,974 EUR | 18.93% | 18.93% |
13/05/2024 | 1.06% | 94.30 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,153 EUR | 95,153 EUR | 96.73% | 96.73% |
10/05/2024 | 1.05% | 93.80 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,006 EUR | 96,006 EUR | 99.88% | 99.88% |
08/05/2024 | 1.09% | 92.25 % | 93.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,543 EUR | 92,543 EUR | 99.60% | 99.60% |
07/05/2024 | 1.11% | 90.50 % | 91.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,540 EUR | 90,540 EUR | 99.66% | 99.66% |
06/05/2024 | 1.13% | 86.35 % | 87.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,371 EUR | 89,371 EUR | 90.15% | 90.15% |
03/05/2024 | 1.14% | 87.55 % | 88.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,461 EUR | 88,461 EUR | 19.91% | 19.91% |
02/05/2024 | 1.24% | 80.15 % | 81.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,061 EUR | 81,061 EUR | 11.51% | 11.51% |