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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% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,220 EUR | 510,612 EUR | 94.02% | 94.02% |
| 12/07/2024 | 0.49% | 101.65 % | 102.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,460 EUR | 510,732 EUR | 89.96% | 89.96% |
| 11/07/2024 | 0.49% | 101.65 % | 102.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,500 EUR | 510,750 EUR | 91.91% | 91.91% |
| 10/07/2024 | 0.49% | 101.70 % | 102.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,000 EUR | 511,000 EUR | 81.73% | 81.73% |
| 09/07/2024 | 0.49% | 101.75 % | 102.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,490 EUR | 511,245 EUR | 93.57% | 93.57% |
| 08/07/2024 | 0.49% | 101.75 % | 102.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,500 EUR | 511,250 EUR | 90.71% | 90.71% |
| 05/07/2024 | 0.49% | 101.75 % | 102.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,510 EUR | 511,253 EUR | 85.38% | 85.38% |
| 04/07/2024 | 0.49% | 101.80 % | 102.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,980 EUR | 511,489 EUR | 84.55% | 84.55% |
| 03/07/2024 | 0.49% | 101.85 % | 102.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,250 EUR | 511,625 EUR | 89.66% | 89.66% |
| 02/07/2024 | 0.49% | 101.85 % | 102.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,500 EUR | 511,750 EUR | 95.37% | 95.37% |
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