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 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,956 | 494,956 | 489,865 EUR | 491,402 EUR | 99.73% | 99.73% |
15/05/2024 | 0.33% | 98.80 % | 99.11 % | 500,000 | 500,000 | 490,874 | 490,874 | 485,714 EUR | 487,259 EUR | 99.44% | 99.44% |
14/05/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,916 | 494,916 | 491,640 EUR | 493,176 EUR | 98.95% | 98.95% |
13/05/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,324 EUR | 491,861 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,971 | 494,971 | 488,319 EUR | 489,856 EUR | 100.00% | 100.00% |
08/05/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,881 | 494,881 | 485,855 EUR | 487,392 EUR | 98.26% | 98.26% |
07/05/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,950 | 494,950 | 487,954 EUR | 489,487 EUR | 99.60% | 99.60% |
06/05/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,751 EUR | 489,288 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,546 EUR | 488,076 EUR | 100.00% | 100.00% |
02/05/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 495,009 | 495,009 | 484,475 EUR | 486,010 EUR | 100.00% | 100.00% |