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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 | 1.27% | 39.33 % | 39.83 % | 100,000 | 50,000 | 100,000 | 50,000 | 38,990 EUR | 19,745 EUR | 74.36% | 74.36% |
| 12/07/2024 | 1.26% | 39.49 % | 39.99 % | 100,000 | 50,000 | 100,000 | 50,000 | 39,362 EUR | 19,931 EUR | 78.76% | 78.76% |
| 11/07/2024 | 1.24% | 39.69 % | 40.19 % | 100,000 | 50,000 | 100,000 | 50,000 | 40,051 EUR | 20,275 EUR | 81.21% | 81.21% |
| 10/07/2024 | 1.24% | 39.71 % | 40.21 % | 100,000 | 50,000 | 100,000 | 50,000 | 40,113 EUR | 20,307 EUR | 94.72% | 94.72% |
| 09/07/2024 | 1.24% | 38.29 % | 38.79 % | 100,000 | 50,000 | 100,000 | 50,000 | 40,262 EUR | 20,381 EUR | 97.74% | 97.74% |
| 08/07/2024 | 1.22% | 40.09 % | 40.59 % | 100,000 | 50,000 | 100,000 | 50,000 | 40,851 EUR | 20,675 EUR | 99.77% | 99.77% |
| 05/07/2024 | 1.21% | 41.31 % | 41.81 % | 100,000 | 50,000 | 100,000 | 50,000 | 41,209 EUR | 20,854 EUR | 100.00% | 100.00% |
| 04/07/2024 | 1.24% | 40.01 % | 40.51 % | 100,000 | 50,000 | 100,000 | 50,000 | 39,988 EUR | 20,244 EUR | 98.22% | 98.22% |
| 03/07/2024 | 1.35% | 37.48 % | 37.98 % | 100,000 | 50,000 | 100,000 | 50,000 | 36,796 EUR | 18,648 EUR | 100.00% | 100.00% |
| 02/07/2024 | 1.35% | 36.66 % | 37.16 % | 100,000 | 50,000 | 100,000 | 50,000 | 36,909 EUR | 18,705 EUR | 100.00% | 100.00% |
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