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 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,951 | 494,951 | 499,127 EUR | 500,664 EUR | 99.64% | 99.64% |
15/05/2024 | 0.32% | 101.10 % | 101.41 % | 500,000 | 500,000 | 494,941 | 494,941 | 500,057 EUR | 501,594 EUR | 99.44% | 99.44% |
14/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,915 | 494,915 | 499,188 EUR | 500,725 EUR | 98.93% | 98.93% |
13/05/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,670 EUR | 500,207 EUR | 100.00% | 100.00% |
10/05/2024 | 0.32% | 100.70 % | 101.01 % | 500,000 | 500,000 | 494,971 | 494,971 | 498,553 EUR | 500,090 EUR | 100.00% | 100.00% |
08/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,883 | 494,883 | 499,404 EUR | 500,941 EUR | 98.26% | 98.26% |
07/05/2024 | 0.32% | 101.00 % | 101.31 % | 500,000 | 500,000 | 494,946 | 494,946 | 500,416 EUR | 501,949 EUR | 99.52% | 99.52% |
06/05/2024 | 0.32% | 100.80 % | 101.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,188 EUR | 499,725 EUR | 100.00% | 100.00% |
03/05/2024 | 0.32% | 100.20 % | 100.51 % | 500,000 | 500,000 | 494,969 | 494,969 | 495,522 EUR | 497,052 EUR | 100.00% | 100.00% |
02/05/2024 | 0.32% | 99.90 % | 100.21 % | 500,000 | 500,000 | 494,969 | 494,969 | 494,266 EUR | 495,800 EUR | 100.00% | 100.00% |