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 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,037 EUR | 500,587 EUR | 99.49% | 99.49% |
15/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,914 EUR | 500,464 EUR | 99.42% | 99.42% |
14/05/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,126 EUR | 501,676 EUR | 98.99% | 98.99% |
13/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,999 EUR | 500,549 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,761 EUR | 501,311 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,484 EUR | 501,034 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,660 EUR | 500,206 EUR | 99.43% | 99.43% |
06/05/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,240 EUR | 499,790 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,806 EUR | 500,348 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 99.40 % | 99.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,161 EUR | 498,707 EUR | 100.00% | 100.00% |