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 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,662 EUR | 504,662 EUR | 99.64% | 99.64% |
15/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,731 EUR | 507,731 EUR | 99.42% | 99.42% |
14/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,029 EUR | 507,029 EUR | 98.95% | 98.95% |
13/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,472 EUR | 508,472 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,803 EUR | 508,803 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,078 EUR | 506,078 EUR | 98.26% | 98.26% |
07/05/2024 | 1.00% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,620 EUR | 504,620 EUR | 99.43% | 99.43% |
06/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,915 EUR | 503,915 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,544 EUR | 501,804 EUR | 99.99% | 99.99% |
02/05/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,258 EUR | 501,258 EUR | 100.00% | 100.00% |