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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 | 1.01% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,672 EUR | 100,680 EUR | 98.49% | 98.49% |
| 12/07/2024 | 1.01% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,695 EUR | 100,703 EUR | 81.94% | 81.94% |
| 11/07/2024 | 1.00% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,506 EUR | 100,506 EUR | 98.58% | 98.58% |
| 10/07/2024 | 1.01% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,362 EUR | 100,370 EUR | 86.80% | 86.80% |
| 09/07/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,285 EUR | 100,286 EUR | 99.19% | 99.19% |
| 08/07/2024 | 1.00% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,336 EUR | 100,331 EUR | 98.38% | 98.38% |
| 05/07/2024 | 1.01% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,461 EUR | 100,468 EUR | 98.52% | 98.52% |
| 04/07/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,375 EUR | 100,376 EUR | 96.98% | 96.98% |
| 03/07/2024 | 1.00% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,294 EUR | 100,296 EUR | 97.62% | 97.62% |
| 02/07/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,856 EUR | 99,856 EUR | 98.95% | 98.95% |
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