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 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 499,253 | 499,253 | 498,254 EUR | 500,252 EUR | 100.00% | 100.00% |
15/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 498,314 | 498,314 | 497,316 EUR | 499,311 EUR | 99.77% | 99.77% |
14/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 98.53% | 98.53% |
13/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 100.00% | 100.00% |
10/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 100.00% | 100.00% |
08/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 98.41% | 98.41% |
07/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 499,674 | 499,674 | 498,674 EUR | 500,673 EUR | 100.00% | 100.00% |
06/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 100.00% | 100.00% |
03/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 99.81% | 99.81% |
02/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 100.00% | 100.00% |