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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07/05/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,771 EUR | 495,271 EUR | 99.52% | 99.52% |
06/05/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,532 EUR | 495,032 EUR | 100.00% | 100.00% |
03/05/2024 | 0.30% | 99.00 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,422 EUR | 495,922 EUR | 100.00% | 100.00% |
02/05/2024 | 0.30% | 98.50 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,866 EUR | 493,366 EUR | 100.00% | 100.00% |
30/04/2024 | 0.30% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,212 EUR | 493,712 EUR | 99.24% | 99.24% |
29/04/2024 | 0.30% | 98.70 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,104 EUR | 496,604 EUR | 100.00% | 100.00% |
26/04/2024 | 0.30% | 99.30 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,840 EUR | 495,340 EUR | 99.44% | 99.44% |
25/04/2024 | 0.57% | 98.50 % | 98.80 % | 500,000 | 500,000 | 440,613 | 440,613 | 432,047 EUR | 433,600 EUR | 99.25% | 99.25% |
24/04/2024 | 0.62% | 98.70 % | 99.00 % | 500,000 | 500,000 | 423,584 | 423,584 | 419,068 EUR | 420,787 EUR | 99.58% | 99.58% |
23/04/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,795 EUR | 495,295 EUR | 99.73% | 99.73% |