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 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,196 EUR | 518,196 EUR | 99.63% | 99.63% |
15/05/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,854 EUR | 517,854 EUR | 99.41% | 99.41% |
14/05/2024 | 0.97% | 102.80 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,349 EUR | 518,349 EUR | 99.04% | 99.04% |
13/05/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,465 EUR | 517,465 EUR | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,959 EUR | 516,959 EUR | 99.84% | 99.84% |
08/05/2024 | 0.97% | 102.00 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,663 EUR | 515,663 EUR | 98.26% | 98.26% |
07/05/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,264 EUR | 517,264 EUR | 99.44% | 99.44% |
06/05/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,835 EUR | 514,835 EUR | 100.00% | 100.00% |
03/05/2024 | 0.83% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,321 EUR | 513,580 EUR | 99.99% | 99.99% |
02/05/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,443 EUR | 511,443 EUR | 100.00% | 100.00% |