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 | 0.32% | 100.40 % | 100.71 % | 500,000 | 500,000 | 494,950 | 494,950 | 497,051 EUR | 498,588 EUR | 99.61% | 99.61% |
15/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,941 | 494,941 | 496,222 EUR | 497,759 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,915 | 494,915 | 495,905 EUR | 497,442 EUR | 98.94% | 98.94% |
13/05/2024 | 0.33% | 100.30 % | 100.61 % | 500,000 | 500,000 | 491,735 | 491,735 | 493,166 EUR | 494,696 EUR | 99.80% | 99.80% |
10/05/2024 | 0.32% | 100.30 % | 100.61 % | 500,000 | 500,000 | 494,970 | 494,970 | 496,675 EUR | 498,212 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,877 | 494,877 | 495,613 EUR | 497,149 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,941 | 494,941 | 495,661 EUR | 497,194 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,000 EUR | 496,537 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 99.60 % | 99.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,572 EUR | 495,101 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,057 EUR | 495,591 EUR | 100.00% | 100.00% |