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% | 101.60 % | 102.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,000 EUR | 512,050 EUR | 99.74% | 99.74% |
15/05/2024 | 0.98% | 101.50 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,318 EUR | 512,318 EUR | 99.43% | 99.43% |
14/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 512,000 EUR | 98.97% | 98.97% |
13/05/2024 | 0.79% | 101.50 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 EUR | 511,550 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 101.50 % | 102.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,500 EUR | 511,550 EUR | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 512,000 EUR | 98.26% | 98.26% |
07/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,265 EUR | 511,265 EUR | 99.44% | 99.44% |
06/05/2024 | 0.80% | 101.40 % | 102.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,000 EUR | 511,050 EUR | 100.00% | 100.00% |
03/05/2024 | 0.84% | 101.20 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,932 EUR | 510,220 EUR | 99.99% | 99.99% |
02/05/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,979 EUR | 510,979 EUR | 100.00% | 100.00% |