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
27/10/2020 1.01% 772.00 EUR 779.50 EUR 1,000 1,000 1,000 1,000 775,092 EUR 782,927 EUR 100.00% 100.00%
26/10/2020 1.00% 779.00 EUR 787.00 EUR 1,000 1,000 1,000 1,000 785,096 EUR 793,024 EUR 100.00% 100.00%
23/10/2020 1.01% 792.00 EUR 800.00 EUR 1,000 1,000 1,000 1,000 794,237 EUR 802,261 EUR 100.00% 100.00%
22/10/2020 1.01% 788.00 EUR 796.00 EUR 1,000 1,000 1,000 1,000 786,628 EUR 794,581 EUR 100.00% 100.00%
21/10/2020 1.01% 790.00 EUR 798.00 EUR 1,000 1,000 1,000 1,000 793,085 EUR 801,102 EUR 99.98% 99.98%
20/10/2020 1.00% 800.50 EUR 808.50 EUR 1,000 1,000 1,000 1,000 801,865 EUR 809,950 EUR 100.00% 100.00%
19/10/2020 1.01% 803.50 EUR 811.50 EUR 1,000 1,000 1,000 1,000 805,626 EUR 813,774 EUR 98.57% 98.57%
15/10/2020 1.01% 794.50 EUR 802.50 EUR 1,000 1,000 1,000 1,000 793,084 EUR 801,096 EUR 100.00% 100.00%
14/10/2020 1.01% 810.50 EUR 819.00 EUR 1,000 1,000 1,000 1,000 811,532 EUR 819,746 EUR 100.00% 100.00%
13/10/2020 1.00% 810.00 EUR 818.50 EUR 1,000 1,000 1,000 1,000 813,007 EUR 821,218 EUR 100.00% 100.00%

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