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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% | 106.92 % | 107.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 535,133 EUR | 537,633 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 106.71 % | 107.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,509 EUR | 536,009 EUR | 89.37% | 89.37% |
| 18/11/2024 | 0.47% | 106.80 % | 107.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,787 EUR | 536,287 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.47% | 106.75 % | 107.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,489 EUR | 535,989 EUR | 99.98% | 99.98% |
| 14/11/2024 | 0.47% | 106.68 % | 107.18 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,929 EUR | 535,429 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 106.23 % | 106.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 531,861 EUR | 534,361 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 106.59 % | 107.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,319 EUR | 535,819 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.47% | 106.66 % | 107.16 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,981 EUR | 535,481 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 106.48 % | 106.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 532,772 EUR | 535,272 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.47% | 106.80 % | 107.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 533,416 EUR | 535,916 EUR | 100.00% | 100.00% |
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