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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 | 0.47% | 105.61 % | 106.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,050 EUR | 530,550 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 105.60 % | 106.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,000 EUR | 530,500 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.47% | 105.59 % | 106.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,950 EUR | 530,450 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,897 EUR | 530,397 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,823 EUR | 530,323 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 105.54 % | 106.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,700 EUR | 530,200 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 105.50 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,642 EUR | 530,142 EUR | 98.73% | 98.73% |
| 11/11/2024 | 0.47% | 105.52 % | 106.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,601 EUR | 530,101 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 105.51 % | 106.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,527 EUR | 530,027 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.47% | 105.50 % | 106.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,490 EUR | 529,990 EUR | 100.00% | 100.00% |
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