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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 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,282 EUR | 512,782 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 101.87 % | 102.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,159 EUR | 511,659 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,908 EUR | 513,408 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.49% | 102.25 % | 102.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,118 EUR | 514,618 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,369 EUR | 515,869 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 102.45 % | 102.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,092 EUR | 514,592 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 102.53 % | 103.03 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,379 EUR | 516,879 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.48% | 103.35 % | 103.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,874 EUR | 519,374 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,113 EUR | 517,613 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,552 EUR | 520,052 EUR | 100.00% | 100.00% |
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