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% | 99.60 % | 100.00 % | 500,000 | 500,000 | 498,314 | 498,314 | 495,870 EUR | 497,866 EUR | 99.77% | 99.77% |
14/05/2024 | 0.40% | 99.50 % | 99.90 % | 500,000 | 500,000 | 499,991 | 499,991 | 497,491 EUR | 499,491 EUR | 98.53% | 98.53% |
13/05/2024 | 0.40% | 99.50 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 EUR | 499,500 EUR | 100.00% | 100.00% |
10/05/2024 | 0.40% | 99.50 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,838 EUR | 499,838 EUR | 100.00% | 100.00% |
08/05/2024 | 0.40% | 99.50 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,500 EUR | 499,500 EUR | 98.26% | 98.26% |
07/05/2024 | 0.40% | 99.50 % | 99.90 % | 500,000 | 500,000 | 499,924 | 499,924 | 497,425 EUR | 499,425 EUR | 99.61% | 99.61% |
06/05/2024 | 0.40% | 99.50 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,176 EUR | 499,176 EUR | 100.00% | 100.00% |
03/05/2024 | 0.40% | 99.40 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,002 EUR | 499,002 EUR | 99.81% | 99.81% |
02/05/2024 | 0.40% | 99.30 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,676 EUR | 498,676 EUR | 99.99% | 99.99% |
30/04/2024 | 0.40% | 99.30 % | 99.70 % | 500,000 | 500,000 | 499,611 | 499,611 | 496,611 EUR | 498,610 EUR | 100.00% | 100.00% |