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 | 0.50% | 100.10 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,815 EUR | 499,315 EUR | 100.00% | 100.00% |
14/05/2024 | 0.50% | 100.32 % | 100.82 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,770 EUR | 504,270 EUR | 100.00% | 100.00% |
13/05/2024 | 0.50% | 99.13 % | 99.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,018 EUR | 497,518 EUR | 100.00% | 100.00% |
10/05/2024 | 0.50% | 99.02 % | 99.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,223 EUR | 500,723 EUR | 100.00% | 100.00% |
08/05/2024 | 0.51% | 99.02 % | 99.52 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,437 EUR | 495,937 EUR | 100.00% | 100.00% |
07/05/2024 | 0.51% | 98.41 % | 98.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,248 EUR | 493,748 EUR | 100.00% | 100.00% |
06/05/2024 | 0.51% | 97.48 % | 97.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,609 EUR | 492,109 EUR | 100.00% | 100.00% |
03/05/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,548 EUR | 492,048 EUR | 100.00% | 100.00% |
02/05/2024 | 0.52% | 96.20 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,395 EUR | 482,895 EUR | 100.00% | 100.00% |
30/04/2024 | 0.52% | 95.82 % | 96.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,138 EUR | 485,638 EUR | 100.00% | 100.00% |