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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 | 1.31% | 37.17 % | 37.67 % | 250,000 | 250,000 | 250,000 | 250,000 | 94,707 EUR | 95,957 EUR | 99.98% | 99.98% |
| 19/11/2024 | 1.30% | 38.16 % | 38.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 95,448 EUR | 96,698 EUR | 99.40% | 99.40% |
| 18/11/2024 | 1.30% | 38.07 % | 38.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 95,464 EUR | 96,714 EUR | 99.98% | 99.98% |
| 15/11/2024 | 1.28% | 38.35 % | 38.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,660 EUR | 97,910 EUR | 99.98% | 99.98% |
| 14/11/2024 | 1.29% | 39.07 % | 39.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 96,035 EUR | 97,285 EUR | 99.91% | 99.91% |
| 13/11/2024 | 1.28% | 38.23 % | 38.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 97,078 EUR | 98,328 EUR | 99.71% | 99.71% |
| 12/11/2024 | 1.22% | 39.21 % | 39.71 % | 250,000 | 250,000 | 250,000 | 250,000 | 102,265 EUR | 103,515 EUR | 99.69% | 99.69% |
| 11/11/2024 | 1.06% | 46.92 % | 47.42 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,421 EUR | 118,671 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 46.12 % | 46.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,362 EUR | 116,612 EUR | 99.94% | 99.94% |
| 07/11/2024 | 1.06% | 46.82 % | 47.32 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,582 EUR | 118,832 EUR | 99.91% | 99.91% |
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