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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 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,000 EUR | 515,000 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,270 EUR | 516,270 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.97% | 102.70 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,850 EUR | 518,850 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,837 EUR | 519,837 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 103.10 % | 103.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,757 EUR | 519,757 EUR | 99.23% | 99.23% |
| 13/11/2024 | 0.97% | 102.20 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,952 EUR | 515,952 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 102.60 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,247 EUR | 519,247 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,924 EUR | 519,924 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,545 EUR | 518,545 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.97% | 103.00 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,099 EUR | 519,099 EUR | 99.24% | 99.24% |
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