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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 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,884 EUR | 493,884 EUR | 99.99% | 99.99% |
| 12/07/2024 | 1.02% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,752 EUR | 494,752 EUR | 99.99% | 99.99% |
| 11/07/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,720 EUR | 490,720 EUR | 100.00% | 100.00% |
| 10/07/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,978 EUR | 490,978 EUR | 100.00% | 100.00% |
| 09/07/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,561 EUR | 490,561 EUR | 99.59% | 99.59% |
| 08/07/2024 | 1.01% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,481 EUR | 495,481 EUR | 99.99% | 99.99% |
| 05/07/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,743 EUR | 496,743 EUR | 100.00% | 100.00% |
| 04/07/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,453 EUR | 496,453 EUR | 99.45% | 99.45% |
| 03/07/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,804 EUR | 493,804 EUR | 100.00% | 100.00% |
| 02/07/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,891 EUR | 488,891 EUR | 100.00% | 100.00% |
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