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% | 99.30 % | 99.60 % | 500,000 | 500,000 | 494,945 | 494,945 | 492,184 EUR | 493,672 EUR | 99.51% | 99.51% |
15/05/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,941 | 494,941 | 492,622 EUR | 494,110 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 99.50 % | 99.80 % | 500,000 | 500,000 | 494,912 | 494,912 | 491,583 EUR | 493,070 EUR | 98.88% | 98.88% |
13/05/2024 | 0.31% | 99.20 % | 99.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 491,393 EUR | 492,880 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 100.20 % | 100.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 495,408 EUR | 496,896 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 99.10 % | 99.40 % | 500,000 | 500,000 | 494,875 | 494,875 | 491,148 EUR | 492,635 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 99.70 % | 100.00 % | 500,000 | 500,000 | 494,887 | 494,887 | 491,455 EUR | 492,942 EUR | 98.39% | 98.39% |
06/05/2024 | 0.31% | 99.60 % | 99.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,870 EUR | 492,357 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 98.60 % | 98.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,934 EUR | 488,421 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 98.20 % | 98.50 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,093 EUR | 487,581 EUR | 100.00% | 100.00% |