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 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,662 EUR | 507,662 EUR | 99.50% | 99.50% |
15/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,173 EUR | 505,173 EUR | 99.42% | 99.42% |
14/05/2024 | 1.01% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,018 EUR | 500,018 EUR | 98.93% | 98.93% |
13/05/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,466 EUR | 494,466 EUR | 100.00% | 100.00% |
10/05/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,805 EUR | 497,805 EUR | 99.84% | 99.84% |
08/05/2024 | 1.01% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,893 EUR | 499,893 EUR | 98.15% | 98.15% |
07/05/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,221 EUR | 501,221 EUR | 99.43% | 99.43% |
06/05/2024 | 0.81% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,243 EUR | 498,243 EUR | 100.00% | 100.00% |
03/05/2024 | 0.86% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,646 EUR | 495,906 EUR | 100.00% | 100.00% |
02/05/2024 | 1.01% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,278 EUR | 495,278 EUR | 100.00% | 100.00% |