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% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,433 EUR | 508,433 EUR | 99.50% | 99.50% |
15/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,228 EUR | 508,228 EUR | 99.42% | 99.42% |
14/05/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,141 EUR | 508,141 EUR | 98.80% | 98.80% |
13/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,101 EUR | 508,101 EUR | 100.00% | 100.00% |
10/05/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,474 EUR | 508,474 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,888 EUR | 506,888 EUR | 98.15% | 98.15% |
07/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,267 EUR | 505,267 EUR | 99.43% | 99.43% |
06/05/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,038 EUR | 505,038 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,788 EUR | 503,048 EUR | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,505 EUR | 504,505 EUR | 100.00% | 100.00% |