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 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,944 | 494,944 | 496,002 EUR | 497,490 EUR | 99.50% | 99.50% |
15/05/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,941 | 494,941 | 495,493 EUR | 496,980 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,915 | 494,915 | 495,410 EUR | 496,898 EUR | 98.94% | 98.94% |
13/05/2024 | 0.32% | 100.10 % | 100.40 % | 500,000 | 500,000 | 491,735 | 491,735 | 492,228 EUR | 493,709 EUR | 99.80% | 99.80% |
10/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,874 EUR | 497,361 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,877 | 494,877 | 495,495 EUR | 496,982 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,941 | 494,941 | 495,717 EUR | 497,205 EUR | 99.43% | 99.43% |
06/05/2024 | 0.31% | 100.10 % | 100.40 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,395 EUR | 496,883 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 99.90 % | 100.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,713 EUR | 496,200 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 100.00 % | 100.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,156 EUR | 496,643 EUR | 100.00% | 100.00% |