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 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,951 EUR | 499,975 EUR | 99.37% | 99.37% |
15/05/2024 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,290 EUR | 500,145 EUR | 99.17% | 99.17% |
14/05/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,233 EUR | 500,116 EUR | 99.37% | 99.37% |
13/05/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,528 EUR | 499,764 EUR | 99.00% | 99.00% |
10/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,548 EUR | 499,774 EUR | 99.20% | 99.20% |
08/05/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,141 EUR | 500,071 EUR | 99.38% | 99.38% |
07/05/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,500 EUR | 499,750 EUR | 99.37% | 99.37% |
06/05/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,325 EUR | 499,663 EUR | 97.15% | 97.15% |
03/05/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,780 EUR | 499,390 EUR | 99.37% | 99.37% |
02/05/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,791 EUR | 499,395 EUR | 99.38% | 99.38% |