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 | 0.82% | 99.60 % | 100.40 % | 500,000 | 500,000 | 494,950 | 494,950 | 493,541 EUR | 497,505 EUR | 99.62% | 99.62% |
15/05/2024 | 0.82% | 99.40 % | 100.20 % | 500,000 | 500,000 | 494,941 | 494,941 | 491,887 EUR | 495,852 EUR | 99.43% | 99.43% |
14/05/2024 | 0.82% | 99.40 % | 100.20 % | 500,000 | 500,000 | 494,916 | 494,916 | 491,944 EUR | 495,909 EUR | 98.94% | 98.94% |
13/05/2024 | 0.83% | 99.40 % | 100.20 % | 500,000 | 500,000 | 491,735 | 491,735 | 489,070 EUR | 493,013 EUR | 99.80% | 99.80% |
10/05/2024 | 0.82% | 99.50 % | 100.30 % | 500,000 | 500,000 | 494,970 | 494,970 | 492,662 EUR | 496,627 EUR | 100.00% | 100.00% |
08/05/2024 | 0.82% | 99.20 % | 100.00 % | 500,000 | 500,000 | 494,877 | 494,877 | 491,166 EUR | 495,130 EUR | 98.15% | 98.15% |
07/05/2024 | 0.82% | 99.30 % | 100.10 % | 500,000 | 500,000 | 494,941 | 494,941 | 491,137 EUR | 495,102 EUR | 99.43% | 99.43% |
06/05/2024 | 0.83% | 99.20 % | 100.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,217 EUR | 494,182 EUR | 100.00% | 100.00% |
03/05/2024 | 0.83% | 98.70 % | 99.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,047 EUR | 493,012 EUR | 100.00% | 100.00% |
02/05/2024 | 0.83% | 98.90 % | 99.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 489,712 EUR | 493,677 EUR | 100.00% | 100.00% |