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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 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,005 EUR | 495,005 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,433 EUR | 494,433 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.30 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,858 EUR | 495,858 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,664 EUR | 495,664 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,174 EUR | 494,174 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,869 EUR | 502,869 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,271 EUR | 505,271 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,915 EUR | 505,915 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,352 EUR | 505,352 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,999 EUR | 505,999 EUR | 99.23% | 99.23% |
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