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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08/05/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,886 EUR | 505,886 EUR | 90.67% | 90.67% |
07/05/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,500 EUR | 506,500 EUR | 99.68% | 99.68% |
06/05/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,568 EUR | 505,568 EUR | 100.00% | 100.00% |
03/05/2024 | 0.94% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,429 EUR | 504,169 EUR | 100.00% | 100.00% |
02/05/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,411 EUR | 503,411 EUR | 100.00% | 100.00% |
30/04/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,988 EUR | 504,988 EUR | 99.59% | 99.59% |
29/04/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,506 EUR | 503,506 EUR | 100.00% | 100.00% |
26/04/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,016 EUR | 503,016 EUR | 99.69% | 99.69% |
25/04/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,380 EUR | 502,380 EUR | 100.00% | 100.00% |
24/04/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,169 EUR | 504,169 EUR | 100.00% | 100.00% |