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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,304 EUR | 494,841 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 494,055 EUR | 495,592 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,847 | 494,847 | 492,078 EUR | 493,615 EUR | 97.59% | 97.59% |
07/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,604 | 494,604 | 497,662 EUR | 499,195 EUR | 98.14% | 98.14% |
06/05/2024 | 0.33% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,117 EUR | 488,654 EUR | 100.00% | 100.00% |
03/05/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,896 | 494,896 | 483,777 EUR | 485,306 EUR | 98.56% | 98.56% |
02/05/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,857 | 494,857 | 485,154 EUR | 486,687 EUR | 97.81% | 97.81% |
30/04/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,856 | 494,856 | 488,200 EUR | 489,737 EUR | 97.68% | 97.68% |
29/04/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,066 EUR | 490,601 EUR | 100.00% | 100.00% |
26/04/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,958 | 494,958 | 487,906 EUR | 489,443 EUR | 99.69% | 99.69% |