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 | 0.32% | 93.00 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,201 EUR | 465,701 EUR | 99.43% | 99.43% |
14/05/2024 | 0.32% | 92.70 % | 93.00 % | 500,000 | 500,000 | 499,831 | 500,000 | 463,742 EUR | 465,399 EUR | 99.03% | 99.03% |
13/05/2024 | 0.33% | 92.10 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,831 EUR | 460,331 EUR | 100.00% | 100.00% |
10/05/2024 | 0.33% | 91.60 % | 91.90 % | 500,000 | 500,000 | 500,000 | 499,913 | 455,493 EUR | 456,914 EUR | 100.00% | 100.00% |
08/05/2024 | 0.33% | 90.30 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,759 EUR | 454,259 EUR | 98.15% | 98.15% |
07/05/2024 | 0.33% | 90.70 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,423 EUR | 453,923 EUR | 99.44% | 99.44% |
06/05/2024 | 0.34% | 88.80 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,177 EUR | 443,677 EUR | 100.00% | 100.00% |
03/05/2024 | 0.34% | 87.70 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,350 EUR | 436,850 EUR | 99.98% | 99.98% |
02/05/2024 | 0.35% | 85.60 % | 85.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,040 EUR | 423,540 EUR | 99.99% | 99.99% |
30/04/2024 | 0.35% | 85.80 % | 86.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,561 EUR | 434,061 EUR | 99.24% | 99.24% |