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% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,944 | 494,944 | 497,914 EUR | 499,451 EUR | 99.51% | 99.51% |
15/05/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,941 | 494,941 | 498,045 EUR | 499,582 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,913 | 494,913 | 497,883 EUR | 499,420 EUR | 98.89% | 98.89% |
13/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,939 EUR | 499,476 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,939 EUR | 499,476 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,875 | 494,875 | 497,844 EUR | 499,381 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,941 | 494,941 | 497,962 EUR | 499,495 EUR | 99.44% | 99.44% |
06/05/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,434 EUR | 499,971 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,096 EUR | 499,625 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,939 EUR | 499,473 EUR | 100.00% | 100.00% |