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 | 0.78% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,677 EUR | 512,677 EUR | 99.62% | 99.62% |
15/05/2024 | 0.98% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,284 EUR | 515,284 EUR | 99.42% | 99.42% |
14/05/2024 | 0.97% | 102.00 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,859 EUR | 515,859 EUR | 98.95% | 98.95% |
13/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,690 EUR | 515,690 EUR | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,113 EUR | 516,113 EUR | 99.84% | 99.84% |
08/05/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,078 EUR | 514,078 EUR | 98.26% | 98.26% |
07/05/2024 | 0.98% | 101.80 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,155 EUR | 512,155 EUR | 99.44% | 99.44% |
06/05/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,823 EUR | 510,823 EUR | 100.00% | 100.00% |
03/05/2024 | 0.84% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,741 EUR | 508,000 EUR | 100.00% | 100.00% |
02/05/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,538 EUR | 506,538 EUR | 100.00% | 100.00% |