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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,200 EUR | 506,099 EUR | 95.63% | 95.63% |
10/05/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,370 EUR | 506,186 EUR | 95.52% | 95.52% |
08/05/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,810 EUR | 506,406 EUR | 98.78% | 98.78% |
07/05/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,080 EUR | 506,040 EUR | 97.49% | 97.49% |
06/05/2024 | 0.50% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,160 EUR | 506,078 EUR | 98.30% | 98.30% |
03/05/2024 | 0.50% | 100.65 % | 101.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,006,360 EUR | 505,682 EUR | 86.22% | 86.22% |
02/05/2024 | 0.50% | 100.50 % | 101.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,120 EUR | 505,062 EUR | 95.94% | 95.94% |
30/04/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,100 EUR | 505,051 EUR | 91.14% | 91.14% |
29/04/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,700 EUR | 504,850 EUR | 84.01% | 84.01% |
26/04/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,930 EUR | 504,467 EUR | 93.05% | 93.05% |