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 | 0.31% | 99.80 % | 100.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,099 EUR | 498,649 EUR | 99.42% | 99.42% |
14/05/2024 | 0.31% | 100.00 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,677 EUR | 502,227 EUR | 98.99% | 98.99% |
13/05/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,731 EUR | 499,281 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 99.60 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,242 EUR | 500,792 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 99.50 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,866 EUR | 498,416 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 99.30 % | 99.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,275 EUR | 497,821 EUR | 99.54% | 99.54% |
06/05/2024 | 0.31% | 98.80 % | 99.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,196 EUR | 495,746 EUR | 100.00% | 100.00% |
03/05/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,087 EUR | 496,630 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 98.20 % | 98.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,381 EUR | 491,928 EUR | 100.00% | 100.00% |
30/04/2024 | 0.31% | 98.00 % | 98.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,016 EUR | 493,566 EUR | 99.23% | 99.23% |