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% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,956 | 494,956 | 494,390 EUR | 495,927 EUR | 99.73% | 99.73% |
15/05/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,941 | 494,941 | 493,402 EUR | 494,939 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,916 | 494,916 | 493,064 EUR | 494,600 EUR | 98.94% | 98.94% |
13/05/2024 | 0.33% | 99.70 % | 100.01 % | 500,000 | 500,000 | 491,735 | 491,735 | 490,271 EUR | 491,801 EUR | 99.80% | 99.80% |
10/05/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,016 EUR | 495,553 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,883 | 494,883 | 492,764 EUR | 494,301 EUR | 98.26% | 98.26% |
07/05/2024 | 0.32% | 99.70 % | 100.01 % | 500,000 | 500,000 | 494,941 | 494,941 | 493,297 EUR | 494,830 EUR | 99.43% | 99.43% |
06/05/2024 | 0.32% | 99.80 % | 100.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 493,619 EUR | 495,156 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,969 | 494,923 | 492,030 EUR | 493,513 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 99.50 % | 99.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 492,483 EUR | 494,017 EUR | 100.00% | 100.00% |