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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% | 94.05 % | 94.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,453 EUR | 471,976 EUR | 98.90% | 98.90% |
| 12/07/2024 | 0.48% | 94.30 % | 94.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,309 EUR | 472,404 EUR | 98.64% | 98.64% |
| 11/07/2024 | 0.48% | 93.90 % | 94.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 933,009 EUR | 468,754 EUR | 98.80% | 98.80% |
| 10/07/2024 | 0.48% | 93.65 % | 94.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 930,078 EUR | 467,289 EUR | 98.88% | 98.88% |
| 09/07/2024 | 0.48% | 92.40 % | 92.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 926,690 EUR | 465,595 EUR | 98.86% | 98.86% |
| 08/07/2024 | 0.52% | 94.95 % | 95.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,826 EUR | 476,886 EUR | 98.85% | 98.85% |
| 05/07/2024 | 0.52% | 94.70 % | 95.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,546 EUR | 478,236 EUR | 98.60% | 98.60% |
| 04/07/2024 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 950,735 EUR | 477,867 EUR | 98.75% | 98.75% |
| 03/07/2024 | 0.48% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,094 EUR | 475,319 EUR | 98.80% | 98.80% |
| 02/07/2024 | 0.48% | 93.90 % | 94.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 937,161 EUR | 470,831 EUR | 98.91% | 98.91% |
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