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% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,516 EUR | 511,516 EUR | 99.50% | 99.50% |
15/05/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,579 EUR | 511,579 EUR | 99.41% | 99.41% |
14/05/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,245 EUR | 513,245 EUR | 98.90% | 98.90% |
13/05/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,012 EUR | 512,012 EUR | 99.44% | 99.44% |
10/05/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,272 EUR | 508,272 EUR | 99.84% | 99.84% |
08/05/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,614 EUR | 505,614 EUR | 98.15% | 98.15% |
07/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,587 EUR | 505,587 EUR | 99.45% | 99.45% |
06/05/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,458 EUR | 504,458 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,815 EUR | 504,075 EUR | 100.00% | 100.00% |
02/05/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,970 EUR | 499,970 EUR | 100.00% | 100.00% |