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% 101.05 % 101.55 % 1,000,000 500,000 1,000,000 500,000 1,009,940 EUR 507,472 EUR 91.50% 91.50%
12/07/2024 0.49% 101.10 % 101.60 % 1,000,000 500,000 1,000,000 500,000 1,010,860 EUR 507,928 EUR 98.39% 98.39%
11/07/2024 0.49% 101.05 % 101.55 % 1,000,000 500,000 1,000,000 500,000 1,009,450 EUR 507,223 EUR 95.20% 95.20%
10/07/2024 0.49% 100.90 % 101.40 % 1,000,000 500,000 1,000,000 500,000 1,007,720 EUR 506,360 EUR 95.70% 95.70%
09/07/2024 0.50% 100.50 % 101.00 % 1,000,000 500,000 1,000,000 500,000 1,007,020 EUR 506,008 EUR 96.10% 96.10%
08/07/2024 0.49% 100.80 % 101.30 % 1,000,000 500,000 1,000,000 500,000 1,007,790 EUR 506,395 EUR 96.68% 96.68%
05/07/2024 0.49% 100.75 % 101.25 % 1,000,000 500,000 1,000,000 500,000 1,008,270 EUR 506,637 EUR 95.76% 95.76%
04/07/2024 0.50% 100.60 % 101.10 % 1,000,000 500,000 1,000,000 500,000 1,006,610 EUR 505,803 EUR 91.84% 91.84%
03/07/2024 0.50% 100.75 % 101.25 % 1,000,000 500,000 1,000,000 500,000 1,006,570 EUR 505,783 EUR 97.73% 97.73%
02/07/2024 0.50% 100.40 % 100.90 % 1,000,000 500,000 1,000,000 500,000 1,004,770 EUR 504,887 EUR 97.33% 97.33%

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