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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% | 105.69 % | 106.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,449 EUR | 530,949 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 105.65 % | 106.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,278 EUR | 530,778 EUR | 89.37% | 89.37% |
| 18/11/2024 | 0.47% | 105.65 % | 106.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,273 EUR | 530,773 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.47% | 105.65 % | 106.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,247 EUR | 530,747 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 105.63 % | 106.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 528,138 EUR | 530,638 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,917 EUR | 530,417 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 105.58 % | 106.08 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,951 EUR | 530,451 EUR | 98.75% | 98.75% |
| 11/11/2024 | 0.47% | 105.59 % | 106.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,944 EUR | 530,444 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 105.55 % | 106.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,795 EUR | 530,295 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.47% | 105.56 % | 106.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 527,803 EUR | 530,303 EUR | 100.00% | 100.00% |
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