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 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,455 EUR | 493,227 EUR | 96.99% | 96.99% |
15/05/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,515 EUR | 492,758 EUR | 95.92% | 95.92% |
14/05/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,137 EUR | 490,568 EUR | 95.50% | 95.50% |
13/05/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,860 EUR | 489,430 EUR | 93.16% | 93.16% |
10/05/2024 | 0.51% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,870 EUR | 487,935 EUR | 97.15% | 97.15% |
08/05/2024 | 0.51% | 97.50 % | 98.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 978,038 EUR | 491,519 EUR | 98.49% | 98.49% |
07/05/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,057 EUR | 490,528 EUR | 98.35% | 98.35% |
06/05/2024 | 0.51% | 97.05 % | 97.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,457 EUR | 487,228 EUR | 94.71% | 94.71% |
03/05/2024 | 0.52% | 96.60 % | 97.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,539 EUR | 486,269 EUR | 95.53% | 95.53% |
02/05/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,316 EUR | 483,158 EUR | 97.71% | 97.71% |