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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 | 1.00% | 99.77 % | 100.77 % | 250,000 | 50,000 | 250,000 | 50,000 | 249,897 EUR | 50,480 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.00% | 99.34 % | 100.34 % | 250,000 | 50,000 | 250,000 | 50,000 | 248,528 EUR | 50,206 EUR | 99.70% | 99.70% |
| 18/11/2024 | 1.01% | 99.16 % | 100.16 % | 250,000 | 50,000 | 250,000 | 50,000 | 245,729 EUR | 49,646 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 98.69 % | 99.69 % | 250,000 | 50,000 | 250,000 | 50,000 | 245,905 EUR | 49,681 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 98.35 % | 99.35 % | 250,000 | 50,000 | 250,000 | 50,000 | 245,695 EUR | 49,639 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 97.44 % | 98.44 % | 250,000 | 50,000 | 250,000 | 50,000 | 243,399 EUR | 49,180 EUR | 99.99% | 99.99% |
| 12/11/2024 | 1.02% | 96.69 % | 97.69 % | 250,000 | 50,000 | 250,000 | 50,000 | 242,999 EUR | 49,100 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 96.23 % | 97.23 % | 250,000 | 50,000 | 250,000 | 50,000 | 242,329 EUR | 48,966 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 96.70 % | 97.70 % | 250,000 | 50,000 | 250,000 | 50,000 | 242,950 EUR | 49,090 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 97.29 % | 98.29 % | 250,000 | 50,000 | 250,000 | 50,000 | 241,892 EUR | 48,878 EUR | 100.00% | 100.00% |
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