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% | 102.70 % | 103.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,980 EUR | 515,990 EUR | 98.91% | 98.91% |
15/05/2024 | 0.49% | 102.80 % | 103.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,910 EUR | 516,454 EUR | 98.92% | 98.92% |
14/05/2024 | 0.49% | 102.80 % | 103.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,800 EUR | 516,401 EUR | 98.93% | 98.93% |
13/05/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,780 EUR | 516,389 EUR | 94.92% | 94.92% |
10/05/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,670 EUR | 516,333 EUR | 98.90% | 98.90% |
08/05/2024 | 0.49% | 102.90 % | 103.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,028,220 EUR | 516,610 EUR | 98.95% | 98.95% |
07/05/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,027,740 EUR | 516,370 EUR | 98.88% | 98.88% |
06/05/2024 | 0.49% | 102.75 % | 103.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,026,660 EUR | 515,829 EUR | 98.95% | 98.95% |
03/05/2024 | 0.49% | 102.55 % | 103.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,025,030 EUR | 515,013 EUR | 98.87% | 98.87% |
02/05/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023,600 EUR | 514,302 EUR | 98.93% | 98.93% |