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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 | 0.81% | 99.10 % | 99.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,059 EUR | 500,107 EUR | 100.00% | 100.00% |
| 12/07/2024 | 0.81% | 99.20 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,869 EUR | 499,912 EUR | 100.00% | 100.00% |
| 11/07/2024 | 1.01% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,469 EUR | 499,469 EUR | 100.00% | 100.00% |
| 10/07/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,707 EUR | 498,707 EUR | 100.00% | 100.00% |
| 09/07/2024 | 0.81% | 99.00 % | 99.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,974 EUR | 500,024 EUR | 99.58% | 99.58% |
| 08/07/2024 | 0.82% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,623 EUR | 497,671 EUR | 100.00% | 100.00% |
| 05/07/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,371 EUR | 498,371 EUR | 100.00% | 100.00% |
| 04/07/2024 | 0.82% | 98.70 % | 99.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,381 EUR | 497,431 EUR | 99.45% | 99.45% |
| 03/07/2024 | 0.82% | 98.40 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,604 EUR | 494,654 EUR | 100.00% | 100.00% |
| 02/07/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,052 EUR | 493,052 EUR | 100.00% | 100.00% |
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