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 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,837 EUR | 499,919 EUR | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,748 EUR | 499,874 EUR | 99.38% | 99.38% |
14/05/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,189 EUR | 499,595 EUR | 99.38% | 99.38% |
13/05/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,877 EUR | 499,938 EUR | 99.37% | 99.37% |
10/05/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 499,887 | 995,000 EUR | 499,887 EUR | 99.37% | 99.37% |
08/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,028 EUR | 499,514 EUR | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,116 EUR | 499,058 EUR | 99.37% | 99.37% |
06/05/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,101 EUR | 493,550 EUR | 99.37% | 99.37% |
03/05/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,745 EUR | 492,372 EUR | 99.37% | 99.37% |
02/05/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,262 EUR | 493,131 EUR | 99.38% | 99.38% |