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% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,898 EUR | 511,898 EUR | 99.50% | 99.50% |
15/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 499,336 | 505,805 EUR | 509,128 EUR | 99.41% | 99.41% |
14/05/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,503 EUR | 514,503 EUR | 98.90% | 98.90% |
13/05/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,993 EUR | 512,993 EUR | 100.00% | 100.00% |
10/05/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,796 EUR | 511,796 EUR | 99.84% | 99.84% |
08/05/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,256 EUR | 510,256 EUR | 98.15% | 98.15% |
07/05/2024 | 0.79% | 101.00 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,047 EUR | 508,047 EUR | 99.59% | 99.59% |
06/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,160 EUR | 506,160 EUR | 100.00% | 100.00% |
03/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,146 EUR | 503,146 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,928 EUR | 502,928 EUR | 99.99% | 99.99% |