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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 498,313 | 498,313 | 496,977 EUR | 498,972 EUR | 99.77% | 99.77% |
14/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 499,998 | 499,998 | 498,498 EUR | 500,498 EUR | 98.86% | 98.86% |
13/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 100.00% | 100.00% |
10/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,000 EUR | 501,000 EUR | 100.00% | 100.00% |
08/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,996 EUR | 500,996 EUR | 98.26% | 98.26% |
07/05/2024 | 0.40% | 99.80 % | 100.20 % | 500,000 | 500,000 | 499,828 | 499,828 | 498,790 EUR | 500,790 EUR | 99.78% | 99.78% |
06/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,719 EUR | 500,719 EUR | 100.00% | 100.00% |
03/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,583 EUR | 500,583 EUR | 99.81% | 99.81% |
02/05/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,466 EUR | 500,466 EUR | 100.00% | 100.00% |
30/04/2024 | 0.40% | 99.70 % | 100.10 % | 500,000 | 500,000 | 499,617 | 499,617 | 498,118 EUR | 500,117 EUR | 100.00% | 100.00% |