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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 | 0.51% | 96.60 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,725 EUR | 487,225 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 96.70 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,809 EUR | 486,309 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,586 EUR | 490,086 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,476 EUR | 488,976 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 97.75 % | 98.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,346 EUR | 490,846 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 97.60 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,116 EUR | 490,616 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 97.55 % | 98.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,358 EUR | 490,858 EUR | 99.27% | 99.27% |
| 11/11/2024 | 0.51% | 97.95 % | 98.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,316 EUR | 491,816 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,441 EUR | 491,941 EUR | 99.76% | 99.76% |
| 07/11/2024 | 0.51% | 98.00 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,074 EUR | 492,574 EUR | 99.91% | 99.91% |
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