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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,500 EUR | 511,500 EUR | 98.15% | 98.15% |
07/05/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,682 EUR | 510,682 EUR | 99.54% | 99.54% |
06/05/2024 | 0.80% | 101.20 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,803 EUR | 509,853 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.90 % | 101.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,728 EUR | 509,017 EUR | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,858 EUR | 509,858 EUR | 100.00% | 100.00% |
30/04/2024 | 0.80% | 101.00 % | 101.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,000 EUR | 509,050 EUR | 99.59% | 99.59% |
29/04/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,479 EUR | 509,479 EUR | 100.00% | 100.00% |
26/04/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,117 EUR | 508,117 EUR | 99.44% | 99.44% |
25/04/2024 | 0.80% | 100.60 % | 101.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,433 EUR | 507,483 EUR | 100.00% | 100.00% |
24/04/2024 | 0.80% | 100.80 % | 101.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,436 EUR | 508,486 EUR | 99.75% | 99.75% |