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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 | 0.58% | 85.84 % | 86.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 430,777 EUR | 433,277 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.58% | 86.00 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,604 EUR | 435,104 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.58% | 86.39 % | 86.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,366 EUR | 435,866 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.57% | 86.62 % | 87.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,474 EUR | 437,974 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.57% | 87.44 % | 87.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,892 EUR | 437,392 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.58% | 85.63 % | 86.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,308 EUR | 429,808 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.58% | 85.29 % | 85.79 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,541 EUR | 435,041 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.56% | 87.64 % | 88.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,844 EUR | 446,344 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.57% | 88.56 % | 89.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,975 EUR | 443,475 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.57% | 88.45 % | 88.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,500 EUR | 440,000 EUR | 100.00% | 100.00% |
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