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 | 0.30% | 101.80 % | 102.10 % | 500,000 | 500,000 | 494,950 | 494,950 | 504,164 EUR | 505,652 EUR | 99.62% | 99.62% |
15/05/2024 | 0.30% | 102.10 % | 102.40 % | 500,000 | 500,000 | 494,941 | 494,941 | 504,087 EUR | 505,575 EUR | 99.43% | 99.43% |
14/05/2024 | 0.31% | 101.60 % | 101.90 % | 500,000 | 500,000 | 494,916 | 494,916 | 502,494 EUR | 503,981 EUR | 98.95% | 98.95% |
13/05/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,234 EUR | 503,721 EUR | 100.00% | 100.00% |
10/05/2024 | 0.31% | 101.40 % | 101.70 % | 500,000 | 500,000 | 494,970 | 494,970 | 502,449 EUR | 503,937 EUR | 100.00% | 100.00% |
08/05/2024 | 0.31% | 101.50 % | 101.80 % | 500,000 | 500,000 | 494,875 | 494,875 | 502,508 EUR | 503,996 EUR | 98.15% | 98.15% |
07/05/2024 | 0.31% | 101.60 % | 101.90 % | 500,000 | 500,000 | 494,941 | 494,941 | 502,778 EUR | 504,265 EUR | 99.44% | 99.44% |
06/05/2024 | 0.30% | 101.80 % | 102.10 % | 500,000 | 500,000 | 494,970 | 494,970 | 503,973 EUR | 505,461 EUR | 100.00% | 100.00% |
03/05/2024 | 0.30% | 101.90 % | 102.20 % | 500,000 | 500,000 | 494,969 | 494,969 | 503,327 EUR | 504,815 EUR | 100.00% | 100.00% |
02/05/2024 | 0.31% | 101.50 % | 101.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 502,408 EUR | 503,896 EUR | 99.99% | 99.99% |