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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 | 0.49% | 73.90 % | 74.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 824,684 EUR | 414,347 EUR | 10.31% | 10.31% |
| 19/11/2024 | 0.50% | 85.50 % | 85.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 904,694 EUR | 454,597 EUR | 36.11% | 36.11% |
| 18/11/2024 | 0.49% | 93.90 % | 94.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,518 EUR | 473,569 EUR | 96.09% | 96.09% |
| 15/11/2024 | 0.48% | 94.40 % | 94.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,713 EUR | 473,107 EUR | 87.59% | 87.59% |
| 14/11/2024 | 0.49% | 92.30 % | 92.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 913,021 EUR | 458,761 EUR | 87.05% | 87.05% |
| 13/11/2024 | 0.49% | 89.50 % | 89.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 917,105 EUR | 460,803 EUR | 81.96% | 81.96% |
| 12/11/2024 | 0.51% | 92.60 % | 93.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 956,390 EUR | 480,648 EUR | 98.95% | 98.95% |
| 11/11/2024 | 0.50% | 94.90 % | 95.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,804 EUR | 473,749 EUR | 91.12% | 91.12% |
| 08/11/2024 | 0.48% | 94.15 % | 94.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 935,160 EUR | 469,841 EUR | 93.77% | 93.77% |
| 07/11/2024 | 0.50% | 97.35 % | 97.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,196 EUR | 481,998 EUR | 2.31% | 2.31% |
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