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 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,790 EUR | 506,894 EUR | 97.00% | 97.00% |
15/05/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,640 EUR | 506,819 EUR | 95.92% | 95.92% |
14/05/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,150 EUR | 506,576 EUR | 95.50% | 95.50% |
13/05/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,640 EUR | 506,322 EUR | 93.16% | 93.16% |
10/05/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,640 EUR | 506,322 EUR | 97.15% | 97.15% |
08/05/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,350 EUR | 506,677 EUR | 98.49% | 98.49% |
07/05/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,290 EUR | 506,143 EUR | 98.34% | 98.34% |
06/05/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,450 EUR | 505,724 EUR | 94.71% | 94.71% |
03/05/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,770 EUR | 505,386 EUR | 95.53% | 95.53% |
02/05/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,620 EUR | 504,810 EUR | 97.73% | 97.73% |