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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,175 EUR | 500,088 EUR | 98.34% | 98.34% |
21/05/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,070 EUR | 502,534 EUR | 93.26% | 93.26% |
17/05/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,530 EUR | 503,766 EUR | 97.05% | 97.05% |
16/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,280 EUR | 503,638 EUR | 98.60% | 98.60% |
15/05/2024 | 0.50% | 100.30 % | 100.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,004,900 EUR | 504,951 EUR | 91.59% | 91.59% |
14/05/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,840 EUR | 506,420 EUR | 90.89% | 90.89% |
13/05/2024 | 0.50% | 100.70 % | 101.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,090 EUR | 505,046 EUR | 85.68% | 85.68% |
10/05/2024 | 0.50% | 100.20 % | 100.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,810 EUR | 503,406 EUR | 86.72% | 86.72% |
08/05/2024 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,296 EUR | 501,648 EUR | 97.65% | 97.65% |
07/05/2024 | 0.50% | 100.55 % | 101.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,060 EUR | 504,029 EUR | 85.45% | 85.45% |