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 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,913 | 494,913 | 501,841 EUR | 503,328 EUR | 98.90% | 98.90% |
13/05/2024 | 0.31% | 101.00 % | 101.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,737 EUR | 501,225 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,511 EUR | 501,998 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,875 | 494,875 | 501,527 EUR | 503,014 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 101.50 % | 101.80 % | 500,000 | 500,000 | 494,947 | 494,947 | 502,297 EUR | 503,784 EUR | 99.55% | 99.55% |
06/05/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,962 | 494,962 | 501,913 EUR | 503,400 EUR | 99.85% | 99.85% |
03/05/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,570 EUR | 503,058 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,142 EUR | 502,630 EUR | 100.00% | 100.00% |
30/04/2024 | 0.35% | 101.00 % | 101.30 % | 500,000 | 500,000 | 473,552 | 473,552 | 478,805 EUR | 480,253 EUR | 99.23% | 99.23% |
29/04/2024 | 0.31% | 101.20 % | 101.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,935 EUR | 502,422 EUR | 100.00% | 100.00% |