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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 | 0.46% | 107.61 % | 108.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 539,907 EUR | 542,407 EUR | 100.00% | 100.00% |
| 12/07/2024 | 0.46% | 108.68 % | 109.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 541,886 EUR | 544,386 EUR | 78.76% | 78.76% |
| 11/07/2024 | 0.46% | 108.34 % | 108.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,966 EUR | 543,466 EUR | 100.00% | 100.00% |
| 10/07/2024 | 0.46% | 107.91 % | 108.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 539,022 EUR | 541,522 EUR | 94.74% | 94.74% |
| 09/07/2024 | 0.46% | 107.36 % | 107.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 537,627 EUR | 540,127 EUR | 97.76% | 97.76% |
| 08/07/2024 | 0.46% | 107.49 % | 107.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 538,962 EUR | 541,462 EUR | 99.76% | 99.76% |
| 05/07/2024 | 0.46% | 107.90 % | 108.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 540,201 EUR | 542,701 EUR | 100.00% | 100.00% |
| 04/07/2024 | 0.46% | 107.45 % | 107.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 536,996 EUR | 539,496 EUR | 98.27% | 98.27% |
| 03/07/2024 | 0.47% | 107.49 % | 107.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,643 EUR | 538,143 EUR | 100.00% | 100.00% |
| 02/07/2024 | 0.47% | 107.07 % | 107.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,918 EUR | 536,418 EUR | 100.00% | 100.00% |
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