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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 26/09/2024 | 0.67% | 104.14 % | 104.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,210 EUR | 157,260 EUR | 87.26% | 87.26% |
| 25/09/2024 | 0.67% | 104.11 % | 104.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,165 EUR | 157,215 EUR | 99.15% | 99.15% |
| 24/09/2024 | 0.67% | 104.10 % | 104.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,150 EUR | 157,200 EUR | 99.71% | 99.71% |
| 23/09/2024 | 0.67% | 104.09 % | 104.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,135 EUR | 157,185 EUR | 100.00% | 100.00% |
| 20/09/2024 | 0.67% | 104.07 % | 104.77 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,105 EUR | 157,155 EUR | 99.90% | 99.90% |
| 19/09/2024 | 0.67% | 104.06 % | 104.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,090 EUR | 157,140 EUR | 100.00% | 100.00% |
| 18/09/2024 | 0.67% | 104.03 % | 104.73 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,045 EUR | 157,095 EUR | 100.00% | 100.00% |
| 12/09/2024 | 0.67% | 103.99 % | 104.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,985 EUR | 157,035 EUR | 99.92% | 99.92% |
| 11/09/2024 | 0.67% | 103.96 % | 104.66 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,940 EUR | 156,990 EUR | 100.00% | 100.00% |
| 10/09/2024 | 0.67% | 103.95 % | 104.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,924 EUR | 156,974 EUR | 100.00% | 100.00% |
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