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% | 100.00 % | 100.30 % | 500,000 | 500,000 | 494,956 | 494,956 | 495,240 EUR | 496,728 EUR | 99.73% | 99.73% |
15/05/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,941 | 494,941 | 493,765 EUR | 495,252 EUR | 99.44% | 99.44% |
14/05/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,916 | 494,916 | 493,579 EUR | 495,066 EUR | 98.95% | 98.95% |
13/05/2024 | 0.32% | 99.80 % | 100.10 % | 500,000 | 500,000 | 491,735 | 491,735 | 490,846 EUR | 492,328 EUR | 99.80% | 99.80% |
10/05/2024 | 0.31% | 99.80 % | 100.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 494,642 EUR | 496,129 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,883 | 494,883 | 493,275 EUR | 494,762 EUR | 98.26% | 98.26% |
07/05/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,941 | 494,941 | 493,252 EUR | 494,740 EUR | 99.43% | 99.43% |
06/05/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,551 EUR | 494,038 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 99.00 % | 99.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,657 EUR | 492,145 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,294 EUR | 492,782 EUR | 100.00% | 100.00% |