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 | 0.52% | 57.35 % | 57.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 580,589 EUR | 291,795 EUR | 99.36% | 99.36% |
15/05/2024 | 0.51% | 58.80 % | 59.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 584,736 EUR | 293,868 EUR | 99.37% | 99.37% |
14/05/2024 | 0.50% | 58.70 % | 59.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 597,628 EUR | 300,314 EUR | 99.37% | 99.37% |
13/05/2024 | 0.51% | 59.35 % | 59.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 590,493 EUR | 296,746 EUR | 98.80% | 98.80% |
10/05/2024 | 0.51% | 58.45 % | 58.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 585,838 EUR | 294,419 EUR | 99.14% | 99.14% |
08/05/2024 | 0.52% | 57.50 % | 57.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 574,694 EUR | 288,847 EUR | 98.94% | 98.94% |
07/05/2024 | 0.52% | 57.75 % | 58.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 571,312 EUR | 287,156 EUR | 99.10% | 99.10% |
06/05/2024 | 0.53% | 56.60 % | 56.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 568,924 EUR | 285,962 EUR | 98.87% | 98.87% |
03/05/2024 | 0.53% | 56.80 % | 57.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 567,542 EUR | 285,271 EUR | 99.28% | 99.28% |
02/05/2024 | 0.52% | 57.00 % | 57.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 576,415 EUR | 289,708 EUR | 99.37% | 99.37% |