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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% | 96.15 % | 96.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,655 EUR | 484,328 EUR | 98.82% | 98.82% |
| 12/07/2024 | 0.52% | 96.00 % | 96.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,000 EUR | 481,500 EUR | 98.82% | 98.82% |
| 11/07/2024 | 0.48% | 94.65 % | 95.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,562 EUR | 473,031 EUR | 99.32% | 99.32% |
| 10/07/2024 | 0.48% | 93.95 % | 94.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 938,436 EUR | 471,468 EUR | 98.38% | 98.38% |
| 09/07/2024 | 0.48% | 93.50 % | 93.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,491 EUR | 473,020 EUR | 97.74% | 97.74% |
| 08/07/2024 | 0.52% | 94.80 % | 95.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,121 EUR | 478,051 EUR | 97.46% | 97.46% |
| 05/07/2024 | 0.52% | 95.35 % | 95.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,555 EUR | 480,778 EUR | 98.13% | 98.13% |
| 04/07/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 955,902 EUR | 480,451 EUR | 93.20% | 93.20% |
| 03/07/2024 | 0.52% | 95.50 % | 96.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,506 EUR | 479,753 EUR | 99.35% | 99.35% |
| 02/07/2024 | 0.48% | 94.25 % | 94.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,201 EUR | 474,854 EUR | 98.99% | 98.99% |
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