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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 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,500 EUR | 100,300 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 496,500 EUR | 100,300 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,200 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,200 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,200 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,400 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,400 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,500 EUR | 100,300 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,500 EUR | 100,300 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,000 EUR | 100,400 EUR | 99.76% | 99.76% |
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