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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/09/2024 | 0.48% | 83.20 % | 83.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 832,160 EUR | 418,080 EUR | 99.16% | 99.16% |
| 24/09/2024 | 0.48% | 84.10 % | 84.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 845,951 EUR | 425,030 EUR | 99.35% | 99.35% |
| 23/09/2024 | 0.49% | 82.65 % | 83.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 819,742 EUR | 411,871 EUR | 99.35% | 99.35% |
| 20/09/2024 | 0.48% | 82.00 % | 82.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 823,453 EUR | 413,726 EUR | 93.02% | 93.02% |
| 19/09/2024 | 0.50% | 84.00 % | 84.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 848,599 EUR | 426,437 EUR | 99.35% | 99.35% |
| 18/09/2024 | 0.47% | 83.90 % | 84.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 842,654 EUR | 423,327 EUR | 98.85% | 98.85% |
| 12/09/2024 | 0.49% | 80.60 % | 81.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 819,359 EUR | 411,679 EUR | 99.35% | 99.35% |
| 11/09/2024 | 0.49% | 81.20 % | 81.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 807,534 EUR | 405,767 EUR | 99.24% | 99.24% |
| 10/09/2024 | 0.49% | 81.30 % | 81.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 810,521 EUR | 407,261 EUR | 99.35% | 99.35% |
| 09/09/2024 | 0.48% | 83.35 % | 83.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 837,921 EUR | 420,962 EUR | 99.35% | 99.35% |
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