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 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,500 EUR | 505,500 EUR | 99.63% | 99.63% |
15/05/2024 | 0.81% | 100.00 % | 100.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,170 EUR | 504,220 EUR | 99.42% | 99.42% |
14/05/2024 | 0.81% | 100.20 % | 101.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,994 EUR | 505,044 EUR | 99.03% | 99.03% |
13/05/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,862 EUR | 504,862 EUR | 100.00% | 100.00% |
10/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,510 EUR | 503,510 EUR | 99.84% | 99.84% |
08/05/2024 | 0.81% | 99.30 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,310 EUR | 500,360 EUR | 98.01% | 98.01% |
07/05/2024 | 0.81% | 99.60 % | 100.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,587 EUR | 501,633 EUR | 99.55% | 99.55% |
06/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,126 EUR | 501,126 EUR | 100.00% | 100.00% |
03/05/2024 | 0.96% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,349 EUR | 500,102 EUR | 100.00% | 100.00% |
02/05/2024 | 0.82% | 98.90 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,458 EUR | 498,505 EUR | 100.00% | 100.00% |