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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 | 0.86% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,886 EUR | 467,886 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.85% | 93.80 % | 94.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,392 EUR | 473,392 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 94.20 % | 95.00 % | 500,000 | 500,000 | 499,846 | 500,000 | 469,204 EUR | 473,349 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,506 EUR | 479,506 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.50 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,311 EUR | 473,311 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.85% | 92.10 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,104 EUR | 474,104 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,306 EUR | 481,306 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,018 EUR | 484,018 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.04% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,618 EUR | 481,618 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,539 EUR | 489,539 EUR | 99.24% | 99.24% |
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