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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 | 0.51% | 98.10 % | 98.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 980,557 EUR | 492,778 EUR | 98.72% | 98.72% |
| 12/07/2024 | 0.51% | 98.00 % | 98.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,921 EUR | 489,961 EUR | 98.89% | 98.89% |
| 11/07/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 971,646 EUR | 488,323 EUR | 98.53% | 98.53% |
| 10/07/2024 | 0.51% | 97.20 % | 97.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 970,478 EUR | 487,739 EUR | 97.09% | 97.09% |
| 09/07/2024 | 0.51% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,464 EUR | 489,232 EUR | 98.84% | 98.84% |
| 08/07/2024 | 0.51% | 97.60 % | 98.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,608 EUR | 489,304 EUR | 98.56% | 98.56% |
| 05/07/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 974,907 EUR | 489,953 EUR | 98.19% | 98.19% |
| 04/07/2024 | 0.52% | 96.95 % | 97.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 967,965 EUR | 486,483 EUR | 97.42% | 97.42% |
| 03/07/2024 | 0.52% | 96.75 % | 97.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,920 EUR | 483,460 EUR | 98.47% | 98.47% |
| 02/07/2024 | 0.48% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,191 EUR | 475,388 EUR | 98.72% | 98.72% |
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