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 | 0.20% | 100.80 % | 101.00 % | 500,000 | 500,000 | 499,459 | 499,459 | 503,132 EUR | 504,132 EUR | 100.00% | 100.00% |
15/05/2024 | 0.20% | 100.80 % | 101.00 % | 500,000 | 500,000 | 498,355 | 498,355 | 501,554 EUR | 502,553 EUR | 100.00% | 100.00% |
14/05/2024 | 0.20% | 100.70 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,482 EUR | 504,482 EUR | 99.03% | 99.03% |
13/05/2024 | 0.20% | 100.70 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,856 EUR | 504,856 EUR | 100.00% | 100.00% |
10/05/2024 | 0.20% | 100.70 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,690 EUR | 504,690 EUR | 100.00% | 100.00% |
08/05/2024 | 0.20% | 100.80 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,056 EUR | 505,056 EUR | 98.26% | 98.26% |
07/05/2024 | 0.20% | 100.80 % | 101.00 % | 500,000 | 500,000 | 499,956 | 499,956 | 503,048 EUR | 504,048 EUR | 99.57% | 99.57% |
06/05/2024 | 0.40% | 100.50 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,736 EUR | 504,736 EUR | 100.00% | 100.00% |
03/05/2024 | 0.35% | 100.60 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,858 EUR | 504,599 EUR | 100.00% | 100.00% |
02/05/2024 | 0.20% | 100.60 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,854 EUR | 503,854 EUR | 100.00% | 100.00% |