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% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,078 EUR | 517,078 EUR | 99.62% | 99.62% |
15/05/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,760 EUR | 516,760 EUR | 99.43% | 99.43% |
14/05/2024 | 0.97% | 102.30 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,752 EUR | 516,752 EUR | 98.94% | 98.94% |
13/05/2024 | 0.78% | 102.50 % | 103.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,854 EUR | 516,854 EUR | 100.00% | 100.00% |
10/05/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,895 EUR | 517,895 EUR | 99.84% | 99.84% |
08/05/2024 | 0.97% | 102.40 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,978 EUR | 516,978 EUR | 98.15% | 98.15% |
07/05/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,309 EUR | 516,309 EUR | 99.43% | 99.43% |
06/05/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,436 EUR | 502,436 EUR | 100.00% | 100.00% |
03/05/2024 | 0.85% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,138 EUR | 501,398 EUR | 100.00% | 100.00% |
02/05/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,514 EUR | 503,514 EUR | 100.00% | 100.00% |