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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 | 0.77% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,866 EUR | 518,866 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.97% | 102.50 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,487 EUR | 517,487 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 102.80 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,169 EUR | 519,169 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 102.60 % | 103.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,989 EUR | 516,989 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,000 EUR | 519,000 EUR | 99.23% | 99.23% |
| 13/11/2024 | 0.97% | 102.80 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,004 EUR | 519,004 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 102.90 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,880 EUR | 519,880 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,405 EUR | 517,405 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,000 EUR | 519,000 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,912 EUR | 519,912 EUR | 99.76% | 99.76% |
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