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 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,944 | 494,944 | 502,951 EUR | 504,488 EUR | 99.51% | 99.51% |
15/05/2024 | 0.31% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,941 | 494,941 | 503,241 EUR | 504,778 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,914 | 494,914 | 502,334 EUR | 503,871 EUR | 98.91% | 98.91% |
13/05/2024 | 0.32% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,362 EUR | 503,899 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,394 EUR | 503,931 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,875 | 494,875 | 502,334 EUR | 503,870 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,942 | 494,942 | 502,358 EUR | 503,890 EUR | 99.44% | 99.44% |
06/05/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,002 EUR | 504,539 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 101.60 % | 101.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,108 EUR | 503,638 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 101.30 % | 101.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,376 EUR | 502,910 EUR | 100.00% | 100.00% |