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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 | 0.53% | 94.11 % | 94.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,043 EUR | 474,543 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 94.19 % | 94.69 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,740 EUR | 474,240 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.52% | 95.95 % | 96.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,853 EUR | 481,353 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.52% | 95.16 % | 95.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,360 EUR | 480,860 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 96.38 % | 96.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,399 EUR | 482,899 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.52% | 95.38 % | 95.88 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,286 EUR | 479,786 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,304 EUR | 481,804 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.51% | 96.69 % | 97.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,852 EUR | 487,352 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 96.67 % | 97.17 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,280 EUR | 486,780 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.51% | 97.16 % | 97.66 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,671 EUR | 489,171 EUR | 100.00% | 100.00% |
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