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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 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,572 EUR | 478,781 EUR | 98.63% | 98.63% |
| 12/07/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,502 EUR | 479,216 EUR | 92.59% | 92.59% |
| 11/07/2024 | 0.52% | 95.90 % | 96.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,745 EUR | 481,872 EUR | 98.71% | 98.71% |
| 10/07/2024 | 0.52% | 96.45 % | 96.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,539 EUR | 485,270 EUR | 97.42% | 97.42% |
| 09/07/2024 | 0.51% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 968,825 EUR | 486,912 EUR | 98.20% | 98.20% |
| 08/07/2024 | 0.51% | 97.15 % | 97.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 973,638 EUR | 489,319 EUR | 98.60% | 98.60% |
| 05/07/2024 | 0.51% | 96.80 % | 97.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,068 EUR | 487,034 EUR | 97.90% | 97.90% |
| 04/07/2024 | 0.52% | 96.55 % | 97.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,528 EUR | 484,264 EUR | 97.99% | 97.99% |
| 03/07/2024 | 0.52% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,317 EUR | 482,159 EUR | 98.93% | 98.93% |
| 02/07/2024 | 0.50% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,722 EUR | 476,239 EUR | 97.77% | 97.77% |
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