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 | 0.50% | 100.05 % | 100.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,000,280 EUR | 502,641 EUR | 98.91% | 98.91% |
15/05/2024 | 0.50% | 99.65 % | 100.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,403 EUR | 499,702 EUR | 98.86% | 98.86% |
14/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,908 EUR | 499,954 EUR | 98.86% | 98.86% |
13/05/2024 | 0.50% | 99.75 % | 100.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 997,533 EUR | 501,266 EUR | 94.96% | 94.96% |
10/05/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 499,958 | 994,562 EUR | 499,739 EUR | 98.89% | 98.89% |
08/05/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,358 EUR | 499,679 EUR | 98.91% | 98.91% |
07/05/2024 | 0.51% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,067 EUR | 496,033 EUR | 98.93% | 98.93% |
06/05/2024 | 0.51% | 98.40 % | 98.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 982,304 EUR | 493,652 EUR | 98.88% | 98.88% |
03/05/2024 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,758 EUR | 492,379 EUR | 98.90% | 98.90% |
02/05/2024 | 0.51% | 97.65 % | 98.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,170 EUR | 490,585 EUR | 98.92% | 98.92% |