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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 | 0.79% | 101.40 % | 102.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 507,000 EUR | 102,200 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,000 EUR | 102,200 EUR | 99.86% | 99.86% |
| 18/11/2024 | 0.98% | 101.30 % | 102.30 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,500 EUR | 102,300 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,500 EUR | 102,100 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,223 EUR | 102,045 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,500 EUR | 102,100 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 101.00 % | 102.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 505,383 EUR | 102,077 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 100,000 | 500,000 | 100,000 | 506,000 EUR | 102,000 EUR | 99.92% | 99.92% |
| 08/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,150 EUR | 510,150 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,500 EUR | 510,500 EUR | 98.10% | 98.10% |
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