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 | 1.73% | 42.29 % | 43.02 % | 500,000 | 500,000 | 494,897 | 494,897 | 212,039 EUR | 215,656 EUR | 99.62% | 99.62% |
15/05/2024 | 1.72% | 43.39 % | 44.12 % | 500,000 | 500,000 | 494,887 | 494,887 | 213,319 EUR | 216,936 EUR | 99.43% | 99.43% |
14/05/2024 | 1.68% | 43.29 % | 44.02 % | 500,000 | 500,000 | 494,862 | 494,862 | 218,187 EUR | 221,804 EUR | 98.93% | 98.93% |
13/05/2024 | 1.71% | 43.69 % | 44.42 % | 500,000 | 500,000 | 494,917 | 494,917 | 215,177 EUR | 218,793 EUR | 100.00% | 100.00% |
10/05/2024 | 1.72% | 42.99 % | 43.72 % | 500,000 | 500,000 | 494,917 | 494,917 | 213,468 EUR | 217,084 EUR | 100.00% | 100.00% |
08/05/2024 | 1.76% | 42.19 % | 42.92 % | 500,000 | 500,000 | 494,821 | 494,821 | 208,812 EUR | 212,428 EUR | 98.15% | 98.15% |
07/05/2024 | 1.77% | 42.39 % | 43.12 % | 500,000 | 500,000 | 494,893 | 494,893 | 207,416 EUR | 211,037 EUR | 99.53% | 99.53% |
06/05/2024 | 1.78% | 41.49 % | 42.22 % | 500,000 | 500,000 | 494,917 | 494,917 | 206,255 EUR | 209,872 EUR | 100.00% | 100.00% |
03/05/2024 | 1.79% | 41.59 % | 42.32 % | 500,000 | 500,000 | 494,916 | 494,916 | 205,500 EUR | 209,125 EUR | 100.00% | 100.00% |
02/05/2024 | 1.76% | 41.69 % | 42.42 % | 500,000 | 500,000 | 494,917 | 494,917 | 208,702 EUR | 212,322 EUR | 100.00% | 100.00% |