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 | 1.67% | 90.10 % | 90.90 % | 250,000 | 250,000 | 73,687 | 73,687 | 66,865 EUR | 67,639 EUR | 99.20% | 99.20% |
15/05/2024 | 1.93% | 90.10 % | 91.10 % | 250,000 | 250,000 | 70,357 | 70,357 | 65,277 EUR | 66,135 EUR | 94.73% | 94.73% |
14/05/2024 | 1.90% | 97.20 % | 98.20 % | 250,000 | 250,000 | 72,647 | 72,647 | 70,333 EUR | 71,239 EUR | 98.80% | 98.80% |
13/05/2024 | 1.66% | 96.40 % | 97.20 % | 250,000 | 250,000 | 74,240 | 74,240 | 69,808 EUR | 70,586 EUR | 99.78% | 99.78% |
10/05/2024 | 1.63% | 91.40 % | 92.20 % | 250,000 | 250,000 | 73,666 | 73,666 | 68,080 EUR | 68,854 EUR | 99.53% | 99.53% |
08/05/2024 | 1.98% | 86.60 % | 87.60 % | 250,000 | 250,000 | 68,585 | 68,585 | 59,976 EUR | 60,843 EUR | 97.11% | 97.11% |
07/05/2024 | 2.03% | 91.40 % | 92.40 % | 250,000 | 250,000 | 69,224 | 69,224 | 62,800 EUR | 63,639 EUR | 99.21% | 99.21% |
06/05/2024 | 1.65% | 92.90 % | 93.70 % | 250,000 | 250,000 | 72,757 | 72,757 | 67,862 EUR | 68,627 EUR | 99.07% | 99.07% |
03/05/2024 | 1.80% | 91.70 % | 92.50 % | 250,000 | 250,000 | 72,956 | 72,956 | 66,479 EUR | 67,256 EUR | 99.45% | 99.45% |
02/05/2024 | 2.30% | 85.10 % | 86.10 % | 250,000 | 250,000 | 64,187 | 64,187 | 54,490 EUR | 55,254 EUR | 99.72% | 99.72% |