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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,630 EUR | 507,316 EUR | 98.88% | 98.88% |
13/05/2024 | 0.50% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,150 EUR | 506,073 EUR | 94.74% | 94.74% |
10/05/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,740 EUR | 505,368 EUR | 98.88% | 98.88% |
08/05/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,940 EUR | 503,968 EUR | 98.87% | 98.87% |
07/05/2024 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,390 EUR | 503,697 EUR | 98.06% | 98.06% |
06/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,670 EUR | 503,336 EUR | 98.81% | 98.81% |
03/05/2024 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,360 EUR | 503,178 EUR | 98.88% | 98.88% |
02/05/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,330 EUR | 503,167 EUR | 98.63% | 98.63% |
30/04/2024 | 0.50% | 99.85 % | 100.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,390 EUR | 502,696 EUR | 98.94% | 98.94% |
29/04/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 999,204 EUR | 502,102 EUR | 98.92% | 98.92% |