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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 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,500 EUR | 508,500 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.99% | 100.70 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,842 EUR | 508,842 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,000 EUR | 509,000 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,504 EUR | 507,504 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,170 EUR | 507,170 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.99% | 100.50 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,894 EUR | 507,894 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,426 EUR | 507,426 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,503 EUR | 507,503 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,994 EUR | 505,994 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,464 EUR | 506,464 EUR | 99.23% | 99.23% |
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