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% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,941 | 494,941 | 491,538 EUR | 493,025 EUR | 99.44% | 99.44% |
15/05/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,940 | 494,940 | 491,179 EUR | 492,666 EUR | 99.42% | 99.42% |
14/05/2024 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,916 | 494,916 | 489,648 EUR | 491,135 EUR | 98.95% | 98.95% |
13/05/2024 | 0.31% | 98.90 % | 99.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,443 EUR | 489,931 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 98.20 % | 98.50 % | 500,000 | 500,000 | 494,971 | 494,971 | 487,083 EUR | 488,570 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 98.80 % | 99.10 % | 500,000 | 500,000 | 494,883 | 494,883 | 490,121 EUR | 491,609 EUR | 98.26% | 98.26% |
07/05/2024 | 0.31% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,941 | 494,941 | 490,035 EUR | 491,523 EUR | 99.44% | 99.44% |
06/05/2024 | 0.32% | 98.60 % | 98.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,151 EUR | 488,638 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 98.40 % | 98.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,879 EUR | 488,367 EUR | 99.99% | 99.99% |
02/05/2024 | 0.32% | 98.00 % | 98.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 483,687 EUR | 485,175 EUR | 100.00% | 100.00% |