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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 | 0.48% | 94.90 % | 95.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,706 EUR | 471,615 EUR | 98.63% | 98.63% |
| 12/07/2024 | 0.49% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,374 EUR | 472,005 EUR | 92.59% | 92.59% |
| 11/07/2024 | 0.50% | 94.45 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,822 EUR | 475,772 EUR | 98.71% | 98.71% |
| 10/07/2024 | 0.52% | 95.85 % | 96.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,814 EUR | 482,407 EUR | 97.42% | 97.42% |
| 09/07/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,185 EUR | 483,092 EUR | 98.20% | 98.20% |
| 08/07/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,234 EUR | 486,617 EUR | 98.59% | 98.59% |
| 05/07/2024 | 0.52% | 96.20 % | 96.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 962,527 EUR | 483,763 EUR | 97.90% | 97.90% |
| 04/07/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,594 EUR | 477,779 EUR | 97.99% | 97.99% |
| 03/07/2024 | 0.49% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,782 EUR | 475,217 EUR | 98.93% | 98.93% |
| 02/07/2024 | 0.49% | 92.40 % | 92.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 922,091 EUR | 463,296 EUR | 97.77% | 97.77% |
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