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 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,220 EUR | 509,609 EUR | 99.36% | 99.36% |
15/05/2024 | 0.49% | 101.50 % | 102.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,220 EUR | 509,610 EUR | 99.36% | 99.36% |
14/05/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,120 EUR | 509,562 EUR | 99.36% | 99.36% |
13/05/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,190 EUR | 509,597 EUR | 99.36% | 99.36% |
10/05/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,014,430 EUR | 509,714 EUR | 99.36% | 99.36% |
08/05/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,890 EUR | 509,447 EUR | 99.36% | 99.36% |
07/05/2024 | 0.49% | 101.45 % | 101.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,720 EUR | 509,360 EUR | 99.37% | 99.37% |
06/05/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,940 EUR | 508,971 EUR | 99.36% | 99.36% |
03/05/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,400 EUR | 508,698 EUR | 99.36% | 99.36% |
02/05/2024 | 0.49% | 101.15 % | 101.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,380 EUR | 508,188 EUR | 99.37% | 99.37% |