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 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,480 EUR | 484,240 EUR | 99.31% | 99.31% |
15/05/2024 | 0.52% | 96.40 % | 96.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,331 EUR | 481,666 EUR | 99.36% | 99.36% |
14/05/2024 | 0.52% | 96.20 % | 96.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,927 EUR | 482,963 EUR | 98.94% | 98.94% |
13/05/2024 | 0.52% | 95.85 % | 96.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,141 EUR | 482,570 EUR | 99.36% | 99.36% |
10/05/2024 | 0.52% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 964,125 EUR | 484,563 EUR | 99.36% | 99.36% |
08/05/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,075 EUR | 483,537 EUR | 99.37% | 99.37% |
07/05/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,305 EUR | 480,653 EUR | 99.37% | 99.37% |
06/05/2024 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,127 EUR | 480,563 EUR | 99.37% | 99.37% |
03/05/2024 | 0.52% | 95.60 % | 96.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,915 EUR | 480,957 EUR | 99.36% | 99.36% |
02/05/2024 | 0.51% | 94.65 % | 95.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,051 EUR | 476,960 EUR | 98.90% | 98.90% |