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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 | 0.71% | 98.89 % | 99.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,142 EUR | 149,192 EUR | 100.00% | 100.00% |
| 12/07/2024 | 0.71% | 98.85 % | 99.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 148,180 EUR | 149,230 EUR | 78.49% | 78.49% |
| 11/07/2024 | 0.71% | 98.68 % | 99.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,782 EUR | 148,832 EUR | 100.00% | 100.00% |
| 10/07/2024 | 0.71% | 98.41 % | 99.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,235 EUR | 148,285 EUR | 94.73% | 94.73% |
| 09/07/2024 | 0.71% | 97.85 % | 98.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,916 EUR | 147,966 EUR | 97.76% | 97.76% |
| 08/07/2024 | 0.71% | 97.99 % | 98.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,208 EUR | 148,258 EUR | 99.78% | 99.78% |
| 05/07/2024 | 0.71% | 97.81 % | 98.51 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,161 EUR | 148,211 EUR | 100.00% | 100.00% |
| 04/07/2024 | 0.71% | 98.05 % | 98.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 147,023 EUR | 148,073 EUR | 98.26% | 98.26% |
| 03/07/2024 | 0.71% | 97.92 % | 98.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 146,609 EUR | 147,659 EUR | 100.00% | 100.00% |
| 02/07/2024 | 0.72% | 97.66 % | 98.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 145,806 EUR | 146,856 EUR | 100.00% | 100.00% |
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