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 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,944 | 494,944 | 496,924 EUR | 498,461 EUR | 99.50% | 99.50% |
15/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,940 | 494,940 | 496,552 EUR | 498,089 EUR | 99.42% | 99.42% |
14/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,913 | 494,913 | 496,892 EUR | 498,429 EUR | 98.88% | 98.88% |
13/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,454 EUR | 497,991 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,949 EUR | 498,486 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,874 | 494,874 | 496,854 EUR | 498,391 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,941 | 494,941 | 496,921 EUR | 498,453 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,454 EUR | 497,992 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 496,454 EUR | 497,984 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,959 EUR | 497,493 EUR | 100.00% | 100.00% |