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% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,944 | 494,944 | 496,924 EUR | 498,461 EUR | 99.51% | 99.51% |
15/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,940 | 494,940 | 496,920 EUR | 498,457 EUR | 99.42% | 99.42% |
14/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,915 | 494,915 | 496,895 EUR | 498,432 EUR | 98.94% | 98.94% |
13/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,875 | 494,875 | 497,332 EUR | 498,869 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,947 | 494,947 | 496,927 EUR | 498,460 EUR | 99.56% | 99.56% |
06/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,949 EUR | 498,479 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,454 EUR | 497,988 EUR | 100.00% | 100.00% |