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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 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,508 EUR | 503,508 EUR | 97.94% | 97.94% |
| 19/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,521 EUR | 503,521 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,073 EUR | 504,073 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,963 EUR | 503,963 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,929 EUR | 502,929 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,635 EUR | 501,635 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,794 EUR | 502,794 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,440 EUR | 503,440 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,136 EUR | 503,136 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,754 EUR | 502,754 EUR | 99.23% | 99.23% |
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