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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/05/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,762 EUR | 501,299 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,181 EUR | 501,718 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,881 | 494,881 | 499,944 EUR | 501,481 EUR | 98.26% | 98.26% |
07/05/2024 | 0.32% | 101.20 % | 101.51 % | 500,000 | 500,000 | 494,941 | 494,941 | 500,338 EUR | 501,870 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,962 | 494,962 | 500,058 EUR | 501,595 EUR | 99.85% | 99.85% |
03/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,517 EUR | 501,046 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,752 EUR | 500,286 EUR | 100.00% | 100.00% |
30/04/2024 | 0.37% | 100.40 % | 100.71 % | 500,000 | 500,000 | 473,554 | 473,554 | 476,053 EUR | 477,548 EUR | 99.24% | 99.24% |
29/04/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,474 EUR | 501,008 EUR | 100.00% | 100.00% |
26/04/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,947 | 494,947 | 499,328 EUR | 500,865 EUR | 99.56% | 99.56% |