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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/05/2024 | 0.31% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,796 EUR | 486,324 EUR | 98.53% | 98.53% |
24/05/2024 | 0.32% | 97.00 % | 97.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,686 EUR | 487,236 EUR | 100.00% | 100.00% |
23/05/2024 | 0.32% | 97.20 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,303 EUR | 487,865 EUR | 99.25% | 99.25% |
22/05/2024 | 0.51% | 96.90 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,629 EUR | 488,129 EUR | 100.00% | 100.00% |
21/05/2024 | 0.32% | 97.60 % | 97.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,384 EUR | 489,934 EUR | 99.52% | 99.52% |
17/05/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,177 EUR | 491,727 EUR | 100.00% | 100.00% |
16/05/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,546 EUR | 493,096 EUR | 99.49% | 99.49% |
15/05/2024 | 0.32% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,372 EUR | 490,922 EUR | 99.42% | 99.42% |
14/05/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,183 EUR | 491,733 EUR | 98.99% | 98.99% |
13/05/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,137 EUR | 490,687 EUR | 100.00% | 100.00% |