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% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,950 | 494,950 | 493,874 EUR | 495,411 EUR | 99.61% | 99.61% |
15/05/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,941 | 494,941 | 493,108 EUR | 494,645 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,915 | 494,915 | 493,324 EUR | 494,861 EUR | 98.93% | 98.93% |
13/05/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,971 | 494,971 | 492,570 EUR | 494,107 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,967 EUR | 494,504 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,875 | 494,875 | 491,567 EUR | 493,104 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,911 | 494,911 | 493,171 EUR | 494,704 EUR | 98.84% | 98.84% |
06/05/2024 | 0.33% | 98.90 % | 99.21 % | 500,000 | 500,000 | 493,696 | 493,696 | 488,056 EUR | 489,597 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,018 EUR | 489,547 EUR | 100.00% | 100.00% |
02/05/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,319 EUR | 487,853 EUR | 100.00% | 100.00% |