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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 0.50% | 100.25 % | 100.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,400 EUR | 503,200 EUR | 98.05% | 98.05% |
15/04/2025 | 0.50% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,001,480 EUR | 503,238 EUR | 97.85% | 97.85% |
14/04/2025 | 0.50% | 99.60 % | 100.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,875 EUR | 500,437 EUR | 98.38% | 98.38% |
11/04/2025 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,362 EUR | 497,181 EUR | 98.78% | 98.78% |
10/04/2025 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,723 EUR | 494,862 EUR | 97.89% | 97.89% |
09/04/2025 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,699 EUR | 482,850 EUR | 98.46% | 98.46% |
08/04/2025 | 0.52% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,888 EUR | 485,444 EUR | 95.33% | 95.33% |
07/04/2025 | 0.54% | 94.90 % | 95.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,735 EUR | 465,868 EUR | 87.35% | 87.35% |
04/04/2025 | 0.51% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,215 EUR | 487,107 EUR | 91.45% | 91.45% |
03/04/2025 | 0.50% | 100.10 % | 100.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,003,940 EUR | 504,469 EUR | 98.91% | 98.91% |