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 | 0.47% | 106.67 % | 107.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,822 EUR | 536,322 EUR | 100.00% | 100.00% |
15/05/2024 | 0.47% | 106.74 % | 107.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,032 EUR | 534,532 EUR | 100.00% | 100.00% |
14/05/2024 | 0.47% | 105.86 % | 106.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 529,910 EUR | 532,410 EUR | 100.00% | 100.00% |
13/05/2024 | 0.47% | 105.74 % | 106.24 % | 500,000 | 500,000 | 499,976 | 500,000 | 529,333 EUR | 531,859 EUR | 100.00% | 100.00% |
10/05/2024 | 0.47% | 105.90 % | 106.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 530,624 EUR | 533,124 EUR | 100.00% | 100.00% |
08/05/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,726 EUR | 530,226 EUR | 100.00% | 100.00% |
07/05/2024 | 0.47% | 105.45 % | 105.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 525,923 EUR | 528,423 EUR | 100.00% | 100.00% |
06/05/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,820 EUR | 521,320 EUR | 100.00% | 100.00% |
03/05/2024 | 0.48% | 103.44 % | 103.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,794 EUR | 519,294 EUR | 100.00% | 100.00% |
02/05/2024 | 0.48% | 103.09 % | 103.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,233 EUR | 518,733 EUR | 100.00% | 100.00% |