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% | 103.40 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,001 EUR | 521,001 EUR | 99.61% | 99.61% |
15/05/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,256 EUR | 521,256 EUR | 99.42% | 99.42% |
14/05/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,581 EUR | 519,581 EUR | 98.94% | 98.94% |
13/05/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,573 EUR | 519,573 EUR | 100.00% | 100.00% |
10/05/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,906 EUR | 518,906 EUR | 99.84% | 99.84% |
08/05/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,187 EUR | 518,187 EUR | 98.15% | 98.15% |
07/05/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,277 EUR | 516,277 EUR | 99.44% | 99.44% |
06/05/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,364 EUR | 515,364 EUR | 100.00% | 100.00% |
03/05/2024 | 0.83% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,740 EUR | 516,000 EUR | 100.00% | 100.00% |
02/05/2024 | 0.97% | 102.10 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,416 EUR | 515,416 EUR | 100.00% | 100.00% |