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% | 100.10 % | 100.41 % | 500,000 | 500,000 | 494,912 | 494,912 | 496,135 EUR | 497,672 EUR | 98.86% | 98.86% |
15/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,940 | 494,940 | 497,254 EUR | 498,791 EUR | 99.42% | 99.42% |
14/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,913 | 494,913 | 496,273 EUR | 497,810 EUR | 98.90% | 98.90% |
13/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,136 EUR | 498,673 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.50 % | 100.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,409 EUR | 498,946 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,875 | 494,875 | 496,074 EUR | 497,611 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,941 | 494,941 | 494,447 EUR | 495,980 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,369 EUR | 496,906 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.00 % | 100.31 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,546 EUR | 496,075 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 493,202 EUR | 494,736 EUR | 100.00% | 100.00% |