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 | 504,591 EUR | 508,591 EUR | 99.46% | 99.46% |
15/05/2024 | 0.80% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,554 EUR | 504,554 EUR | 99.43% | 99.43% |
14/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,637 EUR | 503,637 EUR | 98.97% | 98.97% |
13/05/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,505 EUR | 507,505 EUR | 100.00% | 100.00% |
10/05/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,333 EUR | 509,333 EUR | 99.84% | 99.84% |
08/05/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,470 EUR | 507,470 EUR | 98.26% | 98.26% |
07/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,564 EUR | 509,564 EUR | 99.42% | 99.42% |
06/05/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,719 EUR | 503,719 EUR | 100.00% | 100.00% |
03/05/2024 | 0.95% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,541 EUR | 502,282 EUR | 99.99% | 99.99% |
02/05/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,030 EUR | 501,030 EUR | 100.00% | 100.00% |