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 0.50% 100.65 % 101.15 % 1,000,000 500,000 1,000,000 500,000 1,006,670 EUR 505,833 EUR 98.71% 98.71%
12/07/2024 0.50% 100.60 % 101.10 % 1,000,000 500,000 1,000,000 500,000 1,002,910 EUR 503,954 EUR 98.90% 98.90%
11/07/2024 0.50% 100.35 % 100.85 % 1,000,000 500,000 1,000,000 500,000 1,001,220 EUR 503,110 EUR 98.53% 98.53%
10/07/2024 0.50% 100.20 % 100.70 % 1,000,000 500,000 1,000,000 500,000 1,001,520 EUR 503,262 EUR 97.10% 97.10%
09/07/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 1,003,450 EUR 504,223 EUR 98.84% 98.84%
08/07/2024 0.50% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,003,560 EUR 504,278 EUR 98.56% 98.56%
05/07/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,004,320 EUR 504,659 EUR 98.19% 98.19%
04/07/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,000,790 EUR 502,893 EUR 97.42% 97.42%
03/07/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 997,315 EUR 501,158 EUR 98.47% 98.47%
02/07/2024 0.50% 98.90 % 99.40 % 1,000,000 500,000 1,000,000 500,000 988,286 EUR 496,643 EUR 98.72% 98.72%

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