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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 | 0.58% | 102.56 % | 103.16 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,108 EUR | 260,608 EUR | 94.08% | 94.08% |
| 19/11/2024 | 0.58% | 103.44 % | 104.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,335 EUR | 259,835 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.58% | 103.82 % | 104.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,420 EUR | 260,920 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.58% | 103.93 % | 104.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,084 EUR | 261,584 EUR | 99.98% | 99.98% |
| 14/11/2024 | 0.58% | 104.21 % | 104.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,969 EUR | 261,469 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.58% | 103.26 % | 103.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 258,226 EUR | 259,726 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.58% | 103.37 % | 103.97 % | 250,000 | 250,000 | 250,000 | 250,000 | 259,704 EUR | 261,204 EUR | 98.70% | 98.70% |
| 11/11/2024 | 0.57% | 104.38 % | 104.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,036 EUR | 262,536 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 103.86 % | 104.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,279 EUR | 261,779 EUR | 24.91% | 24.91% |
| 07/11/2024 | 0.57% | 104.38 % | 104.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,559 EUR | 262,059 EUR | 100.00% | 100.00% |
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