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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 | 0.61% | 97.50 % | 98.10 % | 750,000 | 100,000 | 750,000 | 100,000 | 731,282 EUR | 98,104 EUR | 100.00% | 100.00% |
| 12/07/2024 | 0.61% | 97.54 % | 98.14 % | 750,000 | 100,000 | 750,000 | 100,000 | 731,340 EUR | 98,112 EUR | 78.49% | 78.49% |
| 11/07/2024 | 0.61% | 97.47 % | 98.07 % | 750,000 | 100,000 | 750,000 | 100,000 | 730,752 EUR | 98,034 EUR | 100.00% | 100.00% |
| 10/07/2024 | 0.61% | 97.38 % | 97.98 % | 750,000 | 100,000 | 234,435 | 100,000 | 228,242 EUR | 97,955 EUR | 91.42% | 91.42% |
| 09/07/2024 | 0.61% | 97.31 % | 97.91 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,332 EUR | 97,932 EUR | 97.74% | 97.74% |
| 08/07/2024 | 0.61% | 97.36 % | 97.96 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,370 EUR | 97,970 EUR | 99.79% | 99.79% |
| 05/07/2024 | 0.61% | 97.35 % | 97.95 % | 100,000 | 100,000 | 190,300 | 100,000 | 185,294 EUR | 97,976 EUR | 99.93% | 100.00% |
| 04/07/2024 | 0.61% | 97.34 % | 97.94 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,352 EUR | 97,952 EUR | 98.27% | 98.27% |
| 03/07/2024 | 0.61% | 97.34 % | 97.94 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,321 EUR | 97,921 EUR | 100.00% | 100.00% |
| 02/07/2024 | 0.61% | 97.32 % | 97.92 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,312 EUR | 97,912 EUR | 100.00% | 100.00% |
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