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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 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,485 EUR | 487,485 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,763 EUR | 492,763 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,721 EUR | 490,721 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,582 EUR | 487,582 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,948 EUR | 482,948 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,304 EUR | 486,304 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.05% | 94.20 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,521 EUR | 478,521 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,654 EUR | 479,654 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,488 EUR | 474,488 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,875 EUR | 489,875 EUR | 99.76% | 99.76% |
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