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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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 499,979 EUR | 100,796 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,495 EUR | 101,099 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 497,013 EUR | 100,203 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,160 EUR | 500,160 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,881 EUR | 498,881 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,971 EUR | 494,971 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,266 EUR | 497,266 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,642 EUR | 503,642 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,445 EUR | 503,445 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,431 EUR | 501,431 EUR | 99.23% | 99.23% |
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