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 | 1.04% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,118 EUR | 97,118 EUR | 99.75% | 99.75% |
15/05/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,988 EUR | 96,988 EUR | 99.56% | 99.56% |
14/05/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,433 EUR | 96,433 EUR | 99.56% | 99.56% |
13/05/2024 | 1.05% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,112 EUR | 96,112 EUR | 96.73% | 96.73% |
10/05/2024 | 1.05% | 94.30 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,661 EUR | 95,661 EUR | 99.88% | 99.88% |
08/05/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,592 EUR | 96,592 EUR | 99.60% | 99.60% |
07/05/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,665 EUR | 96,665 EUR | 99.66% | 99.66% |
06/05/2024 | 1.05% | 95.00 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,909 EUR | 95,909 EUR | 90.15% | 90.15% |
03/05/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,763 EUR | 95,763 EUR | 96.88% | 96.88% |
02/05/2024 | 1.06% | 94.20 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,069 EUR | 95,069 EUR | 97.97% | 97.97% |