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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% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,333 EUR | 100,328 EUR | 98.49% | 98.49% |
| 12/07/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,275 EUR | 100,270 EUR | 81.96% | 81.96% |
| 11/07/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,992 EUR | 99,989 EUR | 98.58% | 98.58% |
| 10/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,714 EUR | 99,714 EUR | 86.86% | 86.86% |
| 09/07/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,683 EUR | 99,682 EUR | 99.19% | 99.19% |
| 08/07/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,423 EUR | 100,419 EUR | 98.38% | 98.38% |
| 05/07/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,994 EUR | 99,991 EUR | 98.52% | 98.52% |
| 04/07/2024 | 1.01% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,076 EUR | 100,077 EUR | 96.98% | 96.98% |
| 03/07/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,678 EUR | 99,678 EUR | 97.62% | 97.62% |
| 02/07/2024 | 1.02% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,716 EUR | 98,716 EUR | 100.00% | 100.00% |
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