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% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,950 | 494,950 | 494,950 EUR | 496,487 EUR | 99.61% | 99.61% |
15/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,941 | 494,941 | 494,941 EUR | 496,478 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,915 | 494,915 | 494,915 EUR | 496,452 EUR | 98.93% | 98.93% |
13/05/2024 | 0.33% | 99.90 % | 100.21 % | 500,000 | 500,000 | 491,735 | 491,735 | 491,275 EUR | 492,805 EUR | 99.80% | 99.80% |
10/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,970 EUR | 496,507 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,877 | 494,877 | 494,877 EUR | 496,413 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,941 | 494,941 | 494,941 EUR | 496,474 EUR | 99.44% | 99.44% |
06/05/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,475 EUR | 496,012 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,097 EUR | 495,626 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,473 EUR | 496,007 EUR | 100.00% | 100.00% |