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% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,950 | 494,950 | 500,595 EUR | 502,132 EUR | 99.62% | 99.62% |
15/05/2024 | 0.32% | 101.40 % | 101.71 % | 500,000 | 500,000 | 494,941 | 494,941 | 500,947 EUR | 502,484 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,916 | 494,916 | 499,659 EUR | 501,196 EUR | 98.94% | 98.94% |
13/05/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,745 EUR | 501,282 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 499,782 EUR | 501,319 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,875 | 494,875 | 499,650 EUR | 501,186 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 100.90 % | 101.21 % | 500,000 | 500,000 | 494,941 | 494,941 | 499,532 EUR | 501,065 EUR | 99.44% | 99.44% |
06/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 500,196 EUR | 501,733 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 499,279 EUR | 500,808 EUR | 99.99% | 99.99% |
02/05/2024 | 0.32% | 100.60 % | 100.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,092 EUR | 499,625 EUR | 100.00% | 100.00% |