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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 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,086 EUR | 496,086 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,690 EUR | 500,690 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,627 EUR | 498,627 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,022 EUR | 498,022 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,933 EUR | 495,933 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,610 EUR | 499,610 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,122 EUR | 494,122 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,010 EUR | 494,010 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,624 EUR | 490,624 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,782 EUR | 491,782 EUR | 99.76% | 99.76% |
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