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 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,944 | 494,944 | 495,934 EUR | 497,471 EUR | 99.50% | 99.50% |
15/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,941 | 494,941 | 495,931 EUR | 497,468 EUR | 99.44% | 99.44% |
14/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,914 | 494,914 | 495,904 EUR | 497,441 EUR | 98.91% | 98.91% |
13/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,927 | 494,927 | 496,247 EUR | 497,784 EUR | 99.16% | 99.16% |
10/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,971 | 494,971 | 496,456 EUR | 497,993 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,878 | 494,878 | 496,363 EUR | 497,900 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,941 | 494,941 | 496,425 EUR | 497,958 EUR | 99.42% | 99.42% |
06/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,454 EUR | 497,992 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,454 EUR | 497,984 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,455 EUR | 497,989 EUR | 100.00% | 100.00% |