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 | 0.49% | 72.15 % | 72.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 716,698 EUR | 360,099 EUR | 99.36% | 99.36% |
15/05/2024 | 0.49% | 71.75 % | 72.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 709,814 EUR | 356,657 EUR | 99.36% | 99.36% |
14/05/2024 | 0.48% | 72.25 % | 72.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 723,056 EUR | 363,278 EUR | 99.36% | 99.36% |
13/05/2024 | 0.49% | 70.85 % | 71.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 707,659 EUR | 355,580 EUR | 99.12% | 99.12% |
10/05/2024 | 0.49% | 70.95 % | 71.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 715,599 EUR | 359,549 EUR | 99.36% | 99.36% |
08/05/2024 | 0.52% | 135.15 % | 135.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,348,950 EUR | 677,969 EUR | 99.36% | 99.36% |
07/05/2024 | 0.49% | 70.75 % | 71.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 705,945 EUR | 354,723 EUR | 99.37% | 99.37% |
06/05/2024 | 0.49% | 70.20 % | 70.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 706,723 EUR | 355,112 EUR | 99.37% | 99.37% |
03/05/2024 | 0.49% | 70.70 % | 71.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 708,694 EUR | 356,097 EUR | 99.37% | 99.37% |
02/05/2024 | 0.50% | 69.50 % | 69.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 694,076 EUR | 348,788 EUR | 99.37% | 99.37% |