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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,677 EUR | 499,677 EUR | 100.00% | 100.00% |
28/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,225 EUR | 501,225 EUR | 100.00% | 100.00% |
27/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,506 EUR | 500,506 EUR | 97.57% | 97.57% |
24/05/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,825 EUR | 499,825 EUR | 100.00% | 100.00% |
23/05/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,170 EUR | 499,183 EUR | 99.25% | 99.25% |
22/05/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,668 EUR | 499,668 EUR | 100.00% | 100.00% |
21/05/2024 | 1.01% | 98.90 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,012 EUR | 500,012 EUR | 99.49% | 99.49% |
17/05/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,994 EUR | 497,994 EUR | 100.00% | 100.00% |
16/05/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,352 EUR | 498,352 EUR | 99.50% | 99.50% |
15/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,182 EUR | 507,182 EUR | 99.41% | 99.41% |