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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,500 EUR | 505,500 EUR | 99.70% | 99.70% |
| 24/07/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,597 EUR | 502,597 EUR | 100.00% | 100.00% |
| 23/07/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,815 EUR | 503,815 EUR | 100.00% | 100.00% |
| 22/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,779 EUR | 506,779 EUR | 100.00% | 100.00% |
| 19/07/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,350 EUR | 506,350 EUR | 100.00% | 100.00% |
| 18/07/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,676 EUR | 507,676 EUR | 100.00% | 100.00% |
| 17/07/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,055 EUR | 504,055 EUR | 99.17% | 99.17% |
| 16/07/2024 | 0.80% | 99.00 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,470 EUR | 499,470 EUR | 100.00% | 100.00% |
| 15/07/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,713 EUR | 498,713 EUR | 100.00% | 100.00% |
| 12/07/2024 | 1.01% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,847 EUR | 499,847 EUR | 100.00% | 100.00% |
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