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 | 0.48% | 103.24 % | 103.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,588 EUR | 518,088 EUR | 100.00% | 100.00% |
15/05/2024 | 0.49% | 103.03 % | 103.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,111 EUR | 516,611 EUR | 100.00% | 100.00% |
14/05/2024 | 0.48% | 103.31 % | 103.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,319 EUR | 517,819 EUR | 100.00% | 100.00% |
13/05/2024 | 0.49% | 102.70 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,092 EUR | 514,592 EUR | 100.00% | 100.00% |
10/05/2024 | 0.49% | 101.28 % | 101.78 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,544 EUR | 511,044 EUR | 100.00% | 100.00% |
08/05/2024 | 0.50% | 100.64 % | 101.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,550 EUR | 506,050 EUR | 100.00% | 100.00% |
07/05/2024 | 0.49% | 101.07 % | 101.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,118 EUR | 507,618 EUR | 100.00% | 100.00% |
06/05/2024 | 0.50% | 100.25 % | 100.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,304 EUR | 502,804 EUR | 100.00% | 100.00% |
03/05/2024 | 0.50% | 99.72 % | 100.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,210 EUR | 501,710 EUR | 99.67% | 99.67% |
02/05/2024 | 0.50% | 99.48 % | 99.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,537 EUR | 499,037 EUR | 93.55% | 93.55% |