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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 | 1.04% | 95.10 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,564 EUR | 483,564 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.04% | 95.20 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,261 EUR | 482,261 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 96.70 % | 97.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,023 EUR | 486,073 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 96.10 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,185 EUR | 485,234 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,406 EUR | 483,406 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,550 EUR | 481,550 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.60 % | 95.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,927 EUR | 483,977 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.90 % | 98.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,740 EUR | 494,790 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,454 EUR | 491,454 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,067 EUR | 496,067 EUR | 99.23% | 99.23% |
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