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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 | 0.80% | 105.13 % | 105.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,770 EUR | 264,878 EUR | 99.99% | 99.99% |
| 19/11/2024 | 0.80% | 104.94 % | 105.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,912 EUR | 263,009 EUR | 99.74% | 99.74% |
| 18/11/2024 | 0.80% | 105.05 % | 105.89 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,739 EUR | 264,848 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 105.29 % | 106.14 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,450 EUR | 263,551 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 103.60 % | 104.43 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,960 EUR | 261,037 EUR | 99.97% | 99.97% |
| 13/11/2024 | 0.80% | 103.24 % | 104.07 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,472 EUR | 259,541 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 102.94 % | 103.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,476 EUR | 260,550 EUR | 99.96% | 99.96% |
| 11/11/2024 | 0.80% | 103.98 % | 104.82 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,550 EUR | 262,645 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 102.74 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,461 EUR | 258,520 EUR | 99.92% | 99.92% |
| 07/11/2024 | 0.80% | 102.76 % | 103.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,668 EUR | 260,747 EUR | 99.93% | 99.93% |
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