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% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,478 EUR | 506,478 EUR | 99.62% | 99.62% |
15/05/2024 | 0.80% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,988 EUR | 504,988 EUR | 99.43% | 99.43% |
14/05/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,193 EUR | 505,193 EUR | 99.04% | 99.04% |
13/05/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,214 EUR | 505,214 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,453 EUR | 505,453 EUR | 100.00% | 100.00% |
08/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,661 EUR | 504,661 EUR | 98.26% | 98.26% |
07/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,940 EUR | 503,940 EUR | 99.45% | 99.45% |
06/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,661 EUR | 503,661 EUR | 100.00% | 100.00% |
03/05/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,026 EUR | 504,026 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,304 EUR | 501,304 EUR | 100.00% | 100.00% |