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 | 0.48% | 104.13 % | 104.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,901 EUR | 523,401 EUR | 100.00% | 100.00% |
15/05/2024 | 0.48% | 104.13 % | 104.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,459 EUR | 522,959 EUR | 100.00% | 100.00% |
14/05/2024 | 0.48% | 104.06 % | 104.56 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,288 EUR | 522,788 EUR | 100.00% | 100.00% |
13/05/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,141 EUR | 522,641 EUR | 100.00% | 100.00% |
10/05/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,289 EUR | 522,789 EUR | 100.00% | 100.00% |
08/05/2024 | 0.48% | 103.85 % | 104.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,073 EUR | 521,573 EUR | 100.00% | 100.00% |
07/05/2024 | 0.48% | 103.76 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,498 EUR | 520,998 EUR | 100.00% | 100.00% |
06/05/2024 | 0.49% | 102.55 % | 103.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,220 EUR | 514,720 EUR | 100.00% | 100.00% |
03/05/2024 | 0.49% | 102.09 % | 102.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,792 EUR | 513,292 EUR | 100.00% | 100.00% |
02/05/2024 | 0.49% | 102.02 % | 102.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,591 EUR | 514,091 EUR | 100.00% | 100.00% |