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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 | 0.49% | 102.20 % | 102.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,022,690 EUR | 513,845 EUR | 92.45% | 92.45% |
| 12/07/2024 | 0.49% | 102.05 % | 102.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,250 EUR | 512,627 EUR | 94.26% | 94.26% |
| 11/07/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,380 EUR | 512,192 EUR | 90.07% | 90.07% |
| 10/07/2024 | 0.49% | 101.95 % | 102.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,920 EUR | 511,962 EUR | 85.96% | 85.96% |
| 09/07/2024 | 0.49% | 101.90 % | 102.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,130 EUR | 512,063 EUR | 83.94% | 83.94% |
| 08/07/2024 | 0.49% | 101.95 % | 102.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,780 EUR | 512,389 EUR | 85.34% | 85.34% |
| 05/07/2024 | 0.49% | 101.95 % | 102.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,860 EUR | 512,432 EUR | 88.32% | 88.32% |
| 04/07/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,150 EUR | 512,075 EUR | 76.25% | 76.25% |
| 03/07/2024 | 0.49% | 101.90 % | 102.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,180 EUR | 512,090 EUR | 91.13% | 91.13% |
| 02/07/2024 | 0.49% | 101.90 % | 102.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,720 EUR | 511,860 EUR | 96.35% | 96.35% |
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