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 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,492 EUR | 492,246 EUR | 98.98% | 98.98% |
15/05/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,021 EUR | 489,511 EUR | 98.47% | 98.47% |
14/05/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,473 EUR | 489,236 EUR | 93.66% | 93.66% |
13/05/2024 | 0.51% | 97.40 % | 97.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,808 EUR | 489,904 EUR | 99.37% | 99.37% |
10/05/2024 | 0.51% | 97.30 % | 97.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,700 EUR | 489,350 EUR | 99.37% | 99.37% |
08/05/2024 | 0.52% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,177 EUR | 483,089 EUR | 99.19% | 99.19% |
07/05/2024 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,277 EUR | 484,639 EUR | 99.37% | 99.37% |
06/05/2024 | 0.52% | 95.85 % | 96.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,948 EUR | 481,474 EUR | 99.25% | 99.25% |
03/05/2024 | 0.52% | 95.40 % | 95.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,228 EUR | 480,614 EUR | 99.37% | 99.37% |
02/05/2024 | 0.52% | 95.40 % | 95.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,383 EUR | 478,191 EUR | 99.38% | 99.38% |