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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 | 0.84% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,646 EUR | 478,646 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,693 EUR | 482,693 EUR | 99.84% | 99.84% |
| 18/11/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,454 EUR | 483,454 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,885 EUR | 486,885 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,892 EUR | 482,892 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,304 EUR | 483,304 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,007 EUR | 489,007 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,555 EUR | 490,555 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,894 EUR | 487,894 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,052 EUR | 494,052 EUR | 99.23% | 99.23% |
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