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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.97% | 103.18 % | 104.18 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,396 EUR | 154,896 EUR | 99.98% | 99.98% |
| 19/11/2024 | 0.96% | 101.39 % | 102.39 % | 150,000 | 150,000 | 164,044 | 164,044 | 166,145 EUR | 167,726 EUR | 97.94% | 97.94% |
| 18/11/2024 | 0.80% | 103.98 % | 104.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,114 EUR | 258,173 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 102.55 % | 103.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,021 EUR | 259,085 EUR | 99.99% | 99.99% |
| 14/11/2024 | 0.80% | 104.35 % | 105.19 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,947 EUR | 259,011 EUR | 99.97% | 99.97% |
| 13/11/2024 | 0.80% | 101.40 % | 102.21 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,893 EUR | 260,972 EUR | 99.93% | 99.93% |
| 12/11/2024 | 0.80% | 106.19 % | 107.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 272,164 EUR | 274,349 EUR | 99.94% | 99.94% |
| 11/11/2024 | 0.80% | 114.12 % | 115.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,219 EUR | 282,467 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 110.79 % | 111.68 % | 250,000 | 250,000 | 250,000 | 250,000 | 280,832 EUR | 283,088 EUR | 98.75% | 98.75% |
| 07/11/2024 | 0.80% | 116.36 % | 117.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 291,979 EUR | 294,323 EUR | 95.76% | 95.76% |
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