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 | 0.45% | 110.03 % | 110.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 551,110 EUR | 553,610 EUR | 100.00% | 100.00% |
15/05/2024 | 0.45% | 110.27 % | 110.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,925 EUR | 551,425 EUR | 100.00% | 100.00% |
14/05/2024 | 0.45% | 109.58 % | 110.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 548,512 EUR | 551,012 EUR | 84.78% | 84.78% |
13/05/2024 | 0.46% | 109.55 % | 110.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 546,757 EUR | 549,257 EUR | 100.00% | 100.00% |
10/05/2024 | 0.46% | 109.12 % | 109.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 547,151 EUR | 549,651 EUR | 100.00% | 100.00% |
08/05/2024 | 0.46% | 108.64 % | 109.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 542,306 EUR | 544,806 EUR | 100.00% | 100.00% |
07/05/2024 | 0.46% | 108.30 % | 108.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 539,851 EUR | 542,351 EUR | 62.65% | 62.65% |
06/05/2024 | 0.46% | 107.50 % | 108.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,378 EUR | 539,878 EUR | 100.00% | 100.00% |
03/05/2024 | 0.47% | 107.45 % | 107.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,030 EUR | 537,530 EUR | 100.00% | 100.00% |
02/05/2024 | 0.47% | 107.16 % | 107.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,340 EUR | 537,840 EUR | 100.00% | 100.00% |