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 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 1,000,000 EUR 502,500 EUR 87.06% 87.06%
19/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,200 EUR 502,598 EUR 96.57% 96.57%
18/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,500 EUR 502,750 EUR 96.61% 96.61%
15/11/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 1,000,000 EUR 502,500 EUR 94.38% 94.38%
14/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,500 EUR 502,750 EUR 95.56% 95.56%
13/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,000,990 EUR 502,997 EUR 96.32% 96.32%
12/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,001,000 EUR 503,000 EUR 94.55% 94.55%
11/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,001,080 EUR 503,039 EUR 96.00% 96.00%
08/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,001,500 EUR 503,250 EUR 98.05% 98.05%
07/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,001,500 EUR 503,250 EUR 98.15% 98.15%

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