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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% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,310 EUR | 509,154 EUR | 97.50% | 97.50% |
| 15/05/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,410 EUR | 509,205 EUR | 97.88% | 97.88% |
| 14/05/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,200 EUR | 509,098 EUR | 93.13% | 93.13% |
| 13/05/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,500 EUR | 509,249 EUR | 90.55% | 90.55% |
| 10/05/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,720 EUR | 509,362 EUR | 94.79% | 94.79% |
| 08/05/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,350 EUR | 509,174 EUR | 93.78% | 93.78% |
| 07/05/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,960 EUR | 508,978 EUR | 92.02% | 92.02% |
| 06/05/2024 | 0.49% | 101.30 % | 101.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,720 EUR | 508,862 EUR | 96.59% | 96.59% |
| 03/05/2024 | 0.49% | 101.20 % | 101.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,040 EUR | 508,520 EUR | 97.73% | 97.73% |
| 02/05/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,430 EUR | 508,714 EUR | 96.45% | 96.45% |
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