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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,941 | 494,941 | 492,745 EUR | 494,282 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,907 | 494,907 | 492,191 EUR | 493,728 EUR | 98.78% | 98.78% |
13/05/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,861 EUR | 494,398 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,971 | 494,971 | 494,411 EUR | 495,948 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 99.40 % | 99.71 % | 500,000 | 500,000 | 494,878 | 494,878 | 491,521 EUR | 493,057 EUR | 98.15% | 98.15% |
07/05/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,941 | 494,941 | 490,920 EUR | 492,453 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 99.20 % | 99.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,087 EUR | 491,624 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,933 EUR | 489,462 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 489,103 EUR | 490,637 EUR | 100.00% | 100.00% |
30/04/2024 | 0.32% | 98.80 % | 99.11 % | 500,000 | 500,000 | 494,937 | 494,937 | 489,570 EUR | 491,107 EUR | 99.24% | 99.24% |