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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/05/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,047 EUR | 499,595 EUR | 100.00% | 100.00% |
28/05/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,661 EUR | 500,209 EUR | 100.00% | 100.00% |
27/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,751 EUR | 500,278 EUR | 98.51% | 98.51% |
24/05/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,272 EUR | 499,822 EUR | 100.00% | 100.00% |
23/05/2024 | 0.31% | 99.70 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,859 EUR | 500,421 EUR | 99.25% | 99.25% |
22/05/2024 | 0.50% | 99.70 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,708 EUR | 501,208 EUR | 100.00% | 100.00% |
21/05/2024 | 0.31% | 99.90 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,007 EUR | 500,557 EUR | 99.01% | 99.01% |
17/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,009 EUR | 500,559 EUR | 100.00% | 100.00% |
16/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,099 EUR | 500,649 EUR | 99.61% | 99.61% |
15/05/2024 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,174 EUR | 500,724 EUR | 99.42% | 99.42% |