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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 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,580 EUR | 507,292 EUR | 97.49% | 97.49% |
| 15/05/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,710 EUR | 507,356 EUR | 97.87% | 97.87% |
| 14/05/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,260 EUR | 507,131 EUR | 93.15% | 93.15% |
| 13/05/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,490 EUR | 507,245 EUR | 90.55% | 90.55% |
| 10/05/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,610 EUR | 507,305 EUR | 94.80% | 94.80% |
| 08/05/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,420 EUR | 507,209 EUR | 93.79% | 93.79% |
| 07/05/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,360 EUR | 507,179 EUR | 92.03% | 92.03% |
| 06/05/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,940 EUR | 506,972 EUR | 96.59% | 96.59% |
| 03/05/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,630 EUR | 506,816 EUR | 97.73% | 97.73% |
| 02/05/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,930 EUR | 506,964 EUR | 96.45% | 96.45% |
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