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
22/11/2024 0.41% 12.50 EUR 12.55 EUR 50,000 24,000 49,531 23,802 612,300 EUR 295,433 EUR 100.00% 100.00%
20/11/2024 0.41% 12.20 EUR 12.25 EUR 50,000 24,000 49,531 23,802 612,554 EUR 295,556 EUR 100.00% 100.00%
19/11/2024 0.41% 12.25 EUR 12.30 EUR 50,000 24,000 49,529 23,801 605,138 EUR 291,990 EUR 99.30% 99.30%
18/11/2024 0.41% 12.50 EUR 12.55 EUR 50,000 24,000 49,532 23,802 615,751 EUR 297,087 EUR 100.00% 100.00%
15/11/2024 0.40% 12.50 EUR 12.55 EUR 50,000 24,000 50,000 24,000 630,279 EUR 303,734 EUR 74.38% 74.38%
14/11/2024 0.40% 12.70 EUR 12.75 EUR 50,000 24,000 49,532 23,802 623,636 EUR 300,867 EUR 100.00% 100.00%
13/11/2024 0.41% 12.20 EUR 12.25 EUR 50,000 24,000 49,526 23,800 605,281 EUR 292,060 EUR 98.94% 98.94%
12/11/2024 0.40% 12.25 EUR 12.30 EUR 50,000 24,000 49,534 23,802 621,687 EUR 299,918 EUR 100.00% 100.00%
11/11/2024 0.39% 12.85 EUR 12.90 EUR 50,000 24,000 49,531 23,802 636,388 EUR 307,009 EUR 100.00% 100.00%
08/11/2024 0.40% 12.55 EUR 12.60 EUR 50,000 24,000 49,534 23,803 625,416 EUR 301,733 EUR 100.00% 100.00%

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