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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/09/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,789 EUR | 496,789 EUR | 100.00% | 100.00% |
| 24/09/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,599 EUR | 496,599 EUR | 100.00% | 100.00% |
| 23/09/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,625 EUR | 490,625 EUR | 100.00% | 100.00% |
| 20/09/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,333 EUR | 491,333 EUR | 100.00% | 100.00% |
| 19/09/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,287 EUR | 494,287 EUR | 99.76% | 99.76% |
| 18/09/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,515 EUR | 490,515 EUR | 100.00% | 100.00% |
| 12/09/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,719 EUR | 488,719 EUR | 100.00% | 100.00% |
| 11/09/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,671 EUR | 493,671 EUR | 100.00% | 100.00% |
| 10/09/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,251 EUR | 496,251 EUR | 100.00% | 100.00% |
| 09/09/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,654 EUR | 495,654 EUR | 99.84% | 99.84% |
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