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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 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,209 EUR | 490,209 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,997 EUR | 487,997 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,868 EUR | 490,868 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,267 EUR | 490,267 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,610 EUR | 489,610 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,079 EUR | 489,079 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,183 EUR | 490,183 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,729 EUR | 497,729 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,554 EUR | 494,554 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,047 EUR | 498,047 EUR | 99.76% | 99.76% |
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