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 | 0.82% | 99.20 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,421 EUR | 496,471 EUR | 99.62% | 99.62% |
15/05/2024 | 1.03% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,591 EUR | 489,591 EUR | 99.43% | 99.43% |
14/05/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,858 EUR | 489,858 EUR | 98.93% | 98.93% |
13/05/2024 | 0.84% | 96.00 % | 96.81 % | 500,000 | 500,000 | 500,000 | 499,997 | 477,727 EUR | 481,774 EUR | 100.00% | 100.00% |
10/05/2024 | 0.85% | 95.20 % | 96.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,059 EUR | 480,109 EUR | 99.84% | 99.84% |
08/05/2024 | 1.07% | 93.10 % | 94.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,470 EUR | 471,470 EUR | 98.26% | 98.26% |
07/05/2024 | 1.06% | 93.70 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,216 EUR | 473,216 EUR | 99.43% | 99.43% |
06/05/2024 | 0.85% | 94.30 % | 95.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,902 EUR | 477,952 EUR | 100.00% | 100.00% |
03/05/2024 | 0.93% | 92.40 % | 93.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,213 EUR | 465,502 EUR | 99.98% | 99.98% |
02/05/2024 | 1.09% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,633 EUR | 459,633 EUR | 100.00% | 100.00% |