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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 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,242 EUR | 97,242 EUR | 98.49% | 98.49% |
| 12/07/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,366 EUR | 97,366 EUR | 81.95% | 81.95% |
| 11/07/2024 | 1.04% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,975 EUR | 96,975 EUR | 98.58% | 98.58% |
| 10/07/2024 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,422 EUR | 96,422 EUR | 86.88% | 86.88% |
| 09/07/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,278 EUR | 96,278 EUR | 99.19% | 99.19% |
| 08/07/2024 | 1.04% | 95.20 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,258 EUR | 96,258 EUR | 98.38% | 98.38% |
| 05/07/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,500 EUR | 96,500 EUR | 98.52% | 98.52% |
| 04/07/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,304 EUR | 96,304 EUR | 96.98% | 96.98% |
| 03/07/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,288 EUR | 96,288 EUR | 97.62% | 97.62% |
| 02/07/2024 | 1.05% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,626 EUR | 95,626 EUR | 100.00% | 100.00% |
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