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 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,954 EUR | 510,954 EUR | 99.73% | 99.73% |
15/05/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,020 EUR | 511,020 EUR | 99.43% | 99.43% |
14/05/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,212 EUR | 511,212 EUR | 98.94% | 98.94% |
13/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,575 EUR | 509,575 EUR | 99.44% | 99.44% |
10/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,102 EUR | 508,102 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,296 EUR | 507,296 EUR | 98.26% | 98.26% |
07/05/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,212 EUR | 508,212 EUR | 99.42% | 99.42% |
06/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,304 EUR | 506,304 EUR | 99.85% | 99.85% |
03/05/2024 | 0.85% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,512 EUR | 504,771 EUR | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,522 EUR | 502,522 EUR | 100.00% | 100.00% |