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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.34% | 100.80 % | 101.11 % | 500,000 | 500,000 | 490,047 | 490,047 | 493,833 EUR | 495,366 EUR | 99.44% | 99.44% |
14/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,916 | 494,916 | 497,885 EUR | 499,422 EUR | 98.94% | 98.94% |
13/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,078 | 494,078 | 496,924 EUR | 498,464 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,939 EUR | 499,476 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,875 | 494,875 | 497,891 EUR | 499,428 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,941 | 494,941 | 497,911 EUR | 499,444 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,448 EUR | 498,985 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,723 EUR | 499,253 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,336 EUR | 498,870 EUR | 100.00% | 100.00% |
30/04/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,937 | 494,937 | 497,123 EUR | 498,660 EUR | 99.25% | 99.25% |