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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 | 0.48% | 94.30 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 933,387 EUR | 468,944 EUR | 98.64% | 98.64% |
| 12/07/2024 | 0.48% | 94.30 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,822 EUR | 470,161 EUR | 92.59% | 92.59% |
| 11/07/2024 | 0.48% | 94.20 % | 94.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,504 EUR | 473,517 EUR | 98.71% | 98.71% |
| 10/07/2024 | 0.52% | 94.95 % | 95.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,563 EUR | 478,280 EUR | 97.42% | 97.42% |
| 09/07/2024 | 0.52% | 95.20 % | 95.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,272 EUR | 480,136 EUR | 98.20% | 98.20% |
| 08/07/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,475 EUR | 483,238 EUR | 98.59% | 98.59% |
| 05/07/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,986 EUR | 480,493 EUR | 97.90% | 97.90% |
| 04/07/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,700 EUR | 476,807 EUR | 97.98% | 97.98% |
| 03/07/2024 | 0.48% | 94.80 % | 95.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 943,450 EUR | 474,002 EUR | 98.93% | 98.93% |
| 02/07/2024 | 0.48% | 92.95 % | 93.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 929,085 EUR | 466,792 EUR | 97.77% | 97.77% |
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