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% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,944 | 494,944 | 494,822 EUR | 496,359 EUR | 99.50% | 99.50% |
15/05/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,941 | 494,941 | 494,621 EUR | 496,158 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,914 | 494,914 | 496,104 EUR | 497,640 EUR | 98.90% | 98.90% |
13/05/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 497,518 | 497,518 | 497,374 EUR | 498,918 EUR | 99.44% | 99.44% |
10/05/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 494,128 EUR | 495,665 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,876 | 494,876 | 492,858 EUR | 494,395 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,946 | 494,946 | 493,701 EUR | 495,234 EUR | 99.54% | 99.54% |
06/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,328 EUR | 494,865 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,682 EUR | 494,212 EUR | 99.99% | 99.99% |
02/05/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,972 EUR | 492,506 EUR | 100.00% | 100.00% |