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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 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,010,210 EUR | 507,604 EUR | 96.16% | 96.16% |
| 12/07/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,880 EUR | 507,440 EUR | 96.51% | 96.51% |
| 11/07/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,710 EUR | 507,353 EUR | 96.54% | 96.54% |
| 10/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,260 EUR | 507,129 EUR | 96.52% | 96.52% |
| 09/07/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,650 EUR | 506,826 EUR | 94.28% | 94.28% |
| 08/07/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,020 EUR | 507,008 EUR | 93.92% | 93.92% |
| 05/07/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,800 EUR | 506,899 EUR | 97.55% | 97.55% |
| 04/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,100 EUR | 507,052 EUR | 88.78% | 88.78% |
| 03/07/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,240 EUR | 507,120 EUR | 95.34% | 95.34% |
| 02/07/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,760 EUR | 506,382 EUR | 98.65% | 98.65% |
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