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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 | 0.83% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,482 EUR | 484,482 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.04% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,243 EUR | 483,243 EUR | 99.93% | 99.93% |
| 18/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,198 EUR | 487,198 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,322 EUR | 486,322 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,063 EUR | 483,063 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.05% | 94.50 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,238 EUR | 478,238 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,664 EUR | 485,664 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,914 EUR | 485,914 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,044 EUR | 484,044 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,010 EUR | 490,010 EUR | 99.23% | 99.23% |
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