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% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,933 EUR | 491,433 EUR | 99.72% | 99.72% |
15/05/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,282 EUR | 488,782 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,127 EUR | 489,627 EUR | 99.04% | 99.04% |
13/05/2024 | 0.31% | 97.30 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,527 EUR | 489,027 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,793 EUR | 490,293 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,921 EUR | 489,421 EUR | 98.26% | 98.26% |
07/05/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,518 EUR | 489,018 EUR | 99.45% | 99.45% |
06/05/2024 | 0.31% | 97.20 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,516 EUR | 488,016 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,090 EUR | 487,590 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 96.70 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,327 EUR | 484,827 EUR | 100.00% | 100.00% |