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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 16/05/2024 | 0.77% | 89.83 % | 90.53 % | 150,000 | 150,000 | 150,000 | 149,923 | 135,632 EUR | 136,612 EUR | 52.81% | 52.81% |
| 15/05/2024 | 0.78% | 89.01 % | 89.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 134,275 EUR | 135,325 EUR | 60.98% | 60.98% |
| 14/05/2024 | 2.91% | 91.48 % | 92.18 % | 150,000 | 150,000 | 149,946 | 150,000 | 135,958 EUR | 140,023 EUR | 99.68% | 99.68% |
| 13/05/2024 | 3.37% | 89.32 % | 92.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,107 EUR | 135,607 EUR | 93.11% | 93.11% |
| 10/05/2024 | 3.49% | 85.67 % | 88.67 % | 150,000 | 150,000 | 149,997 | 150,000 | 126,848 EUR | 131,351 EUR | 100.00% | 100.00% |
| 08/05/2024 | 3.66% | 83.09 % | 86.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 120,634 EUR | 125,134 EUR | 89.99% | 89.99% |
| 07/05/2024 | 3.90% | 75.50 % | 78.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 113,000 EUR | 117,500 EUR | 77.40% | 77.40% |
| 06/05/2024 | 3.91% | 75.61 % | 78.61 % | 150,000 | 150,000 | 150,000 | 150,000 | 112,798 EUR | 117,298 EUR | 92.50% | 92.50% |
| 03/05/2024 | 3.89% | 74.80 % | 77.80 % | 150,000 | 150,000 | 150,000 | 150,000 | 113,409 EUR | 117,909 EUR | 95.08% | 95.08% |
| 02/05/2024 | 3.98% | 75.23 % | 78.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,847 EUR | 115,347 EUR | 100.00% | 100.00% |
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