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market maker quality
| 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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 15/07/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,000 EUR | 100,200 EUR | 100.00% | 100.00% |
| 12/07/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,500 EUR | 100,300 EUR | 100.00% | 100.00% |
| 11/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,200 EUR | 100.00% | 100.00% |
| 10/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,200 EUR | 100.00% | 100.00% |
| 09/07/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,200 EUR | 99.59% | 99.59% |
| 08/07/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 494,000 EUR | 99,800 EUR | 100.00% | 100.00% |
| 05/07/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,477 EUR | 100,095 EUR | 100.00% | 100.00% |
| 04/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,000 EUR | 99,800 EUR | 99.45% | 99.45% |
| 03/07/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 495,482 EUR | 99,897 EUR | 100.00% | 100.00% |
| 02/07/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 100,000 | 500,000 | 100,000 | 493,749 EUR | 99,750 EUR | 100.00% | 100.00% |
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