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% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,005,380 EUR 505,191 EUR 92.43% 92.43%
12/07/2024 0.50% 100.55 % 101.05 % 1,000,000 500,000 1,000,000 500,000 1,003,800 EUR 504,400 EUR 94.26% 94.26%
11/07/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 999,308 EUR 502,154 EUR 90.06% 90.06%
10/07/2024 0.50% 99.70 % 100.20 % 1,000,000 500,000 1,000,000 500,000 994,534 EUR 499,767 EUR 85.93% 85.93%
09/07/2024 0.50% 99.05 % 99.55 % 1,000,000 500,000 1,000,000 500,000 993,897 EUR 499,449 EUR 83.93% 83.93%
08/07/2024 0.50% 99.50 % 100.00 % 1,000,000 500,000 1,000,000 500,000 997,246 EUR 501,123 EUR 85.36% 85.36%
05/07/2024 0.50% 99.65 % 100.15 % 1,000,000 500,000 1,000,000 500,000 997,887 EUR 501,444 EUR 88.30% 88.30%
04/07/2024 0.50% 99.50 % 100.00 % 1,000,000 500,000 1,000,000 500,000 992,542 EUR 498,771 EUR 77.35% 77.35%
03/07/2024 0.50% 99.25 % 99.75 % 1,000,000 500,000 1,000,000 500,000 991,977 EUR 498,489 EUR 91.16% 91.16%
02/07/2024 0.51% 98.80 % 99.30 % 1,000,000 500,000 1,000,000 500,000 986,861 EUR 495,930 EUR 96.34% 96.34%

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