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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 149,022 | 149,022 | 154,685 EUR | 156,175 EUR | 98.90% | 98.90% |
13/05/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 148,343 | 148,343 | 153,980 EUR | 155,464 EUR | 100.00% | 100.00% |
10/05/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 148,264 | 148,264 | 153,898 EUR | 155,380 EUR | 100.00% | 100.00% |
08/05/2024 | 0.96% | 103.80 % | 104.80 % | 500,000 | 500,000 | 141,738 | 141,738 | 147,034 EUR | 148,451 EUR | 98.00% | 98.00% |
07/05/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 148,836 | 148,836 | 154,342 EUR | 155,831 EUR | 99.49% | 99.49% |
06/05/2024 | 0.96% | 103.70 % | 104.70 % | 500,000 | 500,000 | 148,276 | 148,276 | 153,750 EUR | 155,233 EUR | 100.00% | 100.00% |
03/05/2024 | 0.96% | 103.60 % | 104.60 % | 500,000 | 500,000 | 148,293 | 148,293 | 153,618 EUR | 155,101 EUR | 100.00% | 100.00% |
02/05/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 150,223 | 150,223 | 155,395 EUR | 156,897 EUR | 98.11% | 98.11% |
30/04/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 149,114 | 149,114 | 154,333 EUR | 155,824 EUR | 99.24% | 99.24% |
29/04/2024 | 0.96% | 103.50 % | 104.50 % | 500,000 | 500,000 | 148,499 | 148,499 | 153,696 EUR | 155,181 EUR | 99.79% | 99.79% |