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 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,944 | 494,944 | 504,215 EUR | 505,752 EUR | 99.51% | 99.51% |
15/05/2024 | 0.31% | 102.00 % | 102.31 % | 500,000 | 500,000 | 494,941 | 494,941 | 504,805 EUR | 506,342 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 102.00 % | 102.31 % | 500,000 | 500,000 | 494,914 | 494,914 | 504,347 EUR | 505,884 EUR | 98.91% | 98.91% |
13/05/2024 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 504,247 EUR | 505,784 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 101.80 % | 102.11 % | 500,000 | 500,000 | 494,971 | 494,971 | 504,073 EUR | 505,610 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 102.00 % | 102.31 % | 500,000 | 500,000 | 494,877 | 494,877 | 504,578 EUR | 506,115 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 102.00 % | 102.31 % | 500,000 | 500,000 | 494,946 | 494,946 | 505,513 EUR | 507,046 EUR | 99.53% | 99.53% |
06/05/2024 | 0.31% | 101.90 % | 102.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 504,051 EUR | 505,588 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 101.50 % | 101.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,300 EUR | 503,829 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 101.30 % | 101.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 501,216 EUR | 502,750 EUR | 100.00% | 100.00% |