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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.50% | 100.00 % | 100.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 998,801 EUR | 501,900 EUR | 98.81% | 98.81% |
13/05/2024 | 0.50% | 100.15 % | 100.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,002,810 EUR | 503,907 EUR | 94.24% | 94.24% |
10/05/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,050 EUR | 507,024 EUR | 98.94% | 98.94% |
08/05/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,434 EUR | 500,217 EUR | 98.93% | 98.93% |
07/05/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,136 EUR | 493,068 EUR | 97.01% | 97.01% |
06/05/2024 | 0.51% | 97.85 % | 98.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,122 EUR | 489,561 EUR | 98.55% | 98.55% |
03/05/2024 | 0.51% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,613 EUR | 486,806 EUR | 98.52% | 98.52% |
02/05/2024 | 0.51% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,406 EUR | 490,703 EUR | 98.95% | 98.95% |
30/04/2024 | 0.51% | 97.55 % | 98.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 977,743 EUR | 491,372 EUR | 98.44% | 98.44% |
29/04/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,997 EUR | 490,998 EUR | 97.04% | 97.04% |