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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,366 EUR | 496,366 EUR | 100.00% | 100.00% |
| 20/11/2024 | 0.82% | 97.60 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,627 EUR | 492,627 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,672 EUR | 492,672 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,955 EUR | 494,955 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,311 EUR | 494,311 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,324 EUR | 496,324 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,447 EUR | 496,447 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,784 EUR | 495,784 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,310 EUR | 498,310 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,547 EUR | 495,547 EUR | 100.00% | 100.00% |
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