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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.51% | 89.25 % | 89.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 883,635 EUR | 444,067 EUR | 99.36% | 99.36% |
14/05/2024 | 0.50% | 89.70 % | 90.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 897,108 EUR | 450,804 EUR | 99.36% | 99.36% |
13/05/2024 | 0.51% | 88.15 % | 88.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 880,602 EUR | 442,551 EUR | 99.12% | 99.12% |
10/05/2024 | 0.51% | 88.20 % | 88.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 888,511 EUR | 446,506 EUR | 99.37% | 99.37% |
08/05/2024 | 0.51% | 87.90 % | 88.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 875,709 EUR | 440,105 EUR | 99.36% | 99.36% |
07/05/2024 | 0.51% | 87.35 % | 87.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 871,980 EUR | 438,240 EUR | 99.37% | 99.37% |
06/05/2024 | 0.52% | 86.45 % | 86.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 868,091 EUR | 436,295 EUR | 99.37% | 99.37% |
03/05/2024 | 0.52% | 86.70 % | 87.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 869,239 EUR | 436,870 EUR | 99.36% | 99.36% |
02/05/2024 | 0.51% | 85.00 % | 85.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 848,840 EUR | 426,600 EUR | 99.36% | 99.36% |
30/04/2024 | 0.52% | 84.65 % | 85.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 855,467 EUR | 429,942 EUR | 99.37% | 99.37% |