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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 | 1.29% | 100.05 % | 101.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,277 EUR | 507,777 EUR | 99.99% | 99.99% |
| 19/11/2024 | 1.29% | 100.08 % | 101.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,518 EUR | 507,018 EUR | 89.36% | 89.36% |
| 18/11/2024 | 1.29% | 100.54 % | 101.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,247 EUR | 508,747 EUR | 99.67% | 99.67% |
| 15/11/2024 | 1.28% | 100.61 % | 101.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,949 EUR | 510,449 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.28% | 101.34 % | 102.64 % | 500,000 | 500,000 | 499,978 | 500,000 | 505,972 EUR | 512,494 EUR | 94.52% | 94.52% |
| 13/11/2024 | 1.28% | 101.02 % | 102.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,695 EUR | 511,195 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.27% | 101.15 % | 102.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,573 EUR | 514,073 EUR | 98.70% | 98.70% |
| 11/11/2024 | 1.27% | 101.97 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,698 EUR | 516,198 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.27% | 101.33 % | 102.63 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,834 EUR | 514,334 EUR | 16.84% | 16.84% |
| 07/11/2024 | 1.27% | 101.97 % | 103.27 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,811 EUR | 516,311 EUR | 100.00% | 100.00% |
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