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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23/05/2024 | 0.31% | 101.30 % | 101.60 % | 500,000 | 500,000 | 494,928 | 494,928 | 501,747 EUR | 503,247 EUR | 99.24% | 99.24% |
22/05/2024 | 0.50% | 101.40 % | 101.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,263 EUR | 504,741 EUR | 100.00% | 100.00% |
21/05/2024 | 0.31% | 101.60 % | 101.90 % | 500,000 | 500,000 | 494,946 | 494,946 | 502,358 EUR | 503,846 EUR | 99.52% | 99.52% |
17/05/2024 | 0.31% | 101.60 % | 101.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,878 EUR | 504,366 EUR | 100.00% | 100.00% |
16/05/2024 | 0.31% | 101.60 % | 101.90 % | 500,000 | 500,000 | 494,950 | 494,950 | 503,133 EUR | 504,621 EUR | 99.62% | 99.62% |
15/05/2024 | 0.30% | 101.90 % | 102.20 % | 500,000 | 500,000 | 494,941 | 494,941 | 503,674 EUR | 505,162 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 101.70 % | 102.00 % | 500,000 | 500,000 | 494,916 | 494,916 | 503,254 EUR | 504,742 EUR | 98.94% | 98.94% |
13/05/2024 | 0.30% | 101.70 % | 102.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 503,763 EUR | 505,251 EUR | 100.00% | 100.00% |
10/05/2024 | 0.30% | 101.80 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,110 EUR | 505,597 EUR | 100.00% | 100.00% |
08/05/2024 | 0.30% | 101.80 % | 102.10 % | 500,000 | 500,000 | 494,875 | 494,875 | 503,826 EUR | 505,313 EUR | 98.15% | 98.15% |