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
25/05/2012 0.75% 126.72 % 127.68 % 100,000 10,000 100,000 10,000 126,549 EUR 12,751 EUR 100.00% 100.00%
24/05/2012 0.75% 126.41 % 127.37 % 100,000 10,000 100,000 10,000 126,141 EUR 12,710 EUR 100.00% 100.00%
23/05/2012 0.75% 126.31 % 127.27 % 100,000 10,000 100,000 10,000 127,005 EUR 12,796 EUR 100.00% 100.00%
22/05/2012 0.71% 129.42 % 130.40 % 100,000 10,000 233,295 223,286 300,178 EUR 289,281 EUR 99.98% 99.98%
21/05/2012 0.70% 127.71 % 128.61 % 250,000 250,000 250,000 250,000 318,583 EUR 320,833 EUR 100.00% 100.00%
18/05/2012 0.70% 126.46 % 127.35 % 250,000 250,000 250,000 250,000 316,247 EUR 318,481 EUR 100.00% 100.00%
16/05/2012 0.72% 129.35 % 130.26 % 250,000 250,000 250,000 250,000 322,258 EUR 324,587 EUR 100.00% 100.00%
15/05/2012 0.75% 129.02 % 130.00 % 250,000 250,000 250,000 250,000 325,488 EUR 327,955 EUR 99.06% 99.06%
14/05/2012 0.75% 129.62 % 130.60 % 250,000 250,000 250,000 250,000 323,476 EUR 325,927 EUR 99.11% 99.11%
11/05/2012 0.75% 131.64 % 132.64 % 250,000 250,000 250,000 250,000 325,361 EUR 327,820 EUR 100.00% 100.00%

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