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 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,720 EUR | 505,720 EUR | 99.61% | 99.61% |
15/05/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,088 EUR | 505,088 EUR | 99.42% | 99.42% |
14/05/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,076 EUR | 505,076 EUR | 99.03% | 99.03% |
13/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,000 EUR | 505,000 EUR | 100.00% | 100.00% |
10/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,911 EUR | 504,911 EUR | 99.84% | 99.84% |
08/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,415 EUR | 504,415 EUR | 98.26% | 98.26% |
07/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,463 EUR | 503,463 EUR | 99.48% | 99.48% |
06/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,417 EUR | 503,417 EUR | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,559 EUR | 502,559 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 499,350 | 495,561 EUR | 498,912 EUR | 100.00% | 100.00% |