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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.30% | 99.10 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,044 EUR | 497,544 EUR | 100.00% | 100.00% |
13/06/2024 | 0.30% | 99.20 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,002 EUR | 498,502 EUR | 99.25% | 99.25% |
12/06/2024 | 0.30% | 99.70 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,154 EUR | 500,654 EUR | 100.00% | 100.00% |
11/06/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,745 EUR | 501,245 EUR | 99.99% | 99.99% |
10/06/2024 | 0.30% | 99.90 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,060 EUR | 500,560 EUR | 100.00% | 100.00% |
07/06/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,232 EUR | 500,732 EUR | 99.98% | 99.98% |
05/06/2024 | 0.30% | 99.80 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,081 EUR | 500,581 EUR | 100.00% | 100.00% |
04/06/2024 | 0.30% | 99.50 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,974 EUR | 499,474 EUR | 100.00% | 100.00% |
03/06/2024 | 0.30% | 100.00 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,053 EUR | 502,553 EUR | 100.00% | 100.00% |
31/05/2024 | 0.30% | 100.10 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,408 EUR | 501,908 EUR | 99.94% | 99.94% |