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
26/03/2020 0.80% 136.18 EUR 137.27 EUR 2,000 2,000 2,000 2,000 264,966 EUR 267,094 EUR 100.00% 100.00%
- - - EUR - EUR 0 0 0 0 0 EUR 0 EUR - -
25/03/2020 0.80% 132.01 EUR 133.07 EUR 2,000 2,000 1,689 1,689 221,033 EUR 222,808 EUR 92.78% 92.78%
24/03/2020 0.80% 128.60 EUR 129.63 EUR 500 500 500 500 63,616 EUR 64,127 EUR 100.00% 100.00%
23/03/2020 0.80% 121.80 EUR 122.78 EUR 500 500 500 498 61,275 EUR 61,488 EUR 95.93% 95.93%
20/03/2020 0.92% 126.37 EUR 127.39 EUR 500 500 500 500 63,741 EUR 64,333 EUR 100.00% 100.00%
19/03/2020 0.80% 121.89 EUR 122.87 EUR 500 500 500 500 59,758 EUR 60,238 EUR 90.76% 90.76%
18/03/2020 0.89% 117.38 EUR 118.33 EUR 500 500 500 500 58,766 EUR 59,290 EUR 83.76% 83.76%
17/03/2020 3.00% 122.09 EUR 125.81 EUR 500 500 500 500 59,541 EUR 61,355 EUR 92.51% 92.51%
13/03/2020 3.00% 125.03 EUR 128.84 EUR 110 500 381 500 49,617 EUR 66,746 EUR 82.68% 82.68%
12/03/2020 1.74% 125.00 EUR 126.00 EUR 420 500 420 500 54,158 EUR 65,580 EUR 95.53% 95.53%

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