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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% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,722 EUR | 100,720 EUR | 98.49% | 98.49% |
| 12/07/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,874 EUR | 100,882 EUR | 81.98% | 81.98% |
| 11/07/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,666 EUR | 100,667 EUR | 98.59% | 98.59% |
| 10/07/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,478 EUR | 100,480 EUR | 86.84% | 86.84% |
| 09/07/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,506 EUR | 100,505 EUR | 99.20% | 99.20% |
| 08/07/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,597 EUR | 100,595 EUR | 98.38% | 98.38% |
| 05/07/2024 | 0.99% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,615 EUR | 100,607 EUR | 98.52% | 98.52% |
| 04/07/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,223 EUR | 100,223 EUR | 96.99% | 96.99% |
| 03/07/2024 | 1.01% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,805 EUR | 99,806 EUR | 97.62% | 97.62% |
| 02/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,650 EUR | 99,650 EUR | 100.00% | 100.00% |
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