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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.95% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 EUR | 100,300 EUR | 99.56% | 99.56% |
14/05/2024 | 0.95% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 EUR | 100,300 EUR | 99.56% | 99.56% |
13/05/2024 | 1.05% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,350 EUR | 100,400 EUR | 96.73% | 96.73% |
10/05/2024 | 0.95% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,450 EUR | 100,400 EUR | 99.88% | 99.88% |
08/05/2024 | 1.04% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,456 EUR | 100,500 EUR | 99.60% | 99.60% |
07/05/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,506 EUR | 100,513 EUR | 99.66% | 99.66% |
06/05/2024 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,359 EUR | 100,381 EUR | 90.15% | 90.15% |
03/05/2024 | 1.02% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,387 EUR | 100,410 EUR | 96.72% | 96.72% |
02/05/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,440 EUR | 100,444 EUR | 97.97% | 97.97% |
30/04/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,514 EUR | 100,513 EUR | 90.49% | 90.49% |