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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 | 1.03% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,638 EUR | 489,638 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,912 EUR | 485,912 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,142 EUR | 490,142 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,105 EUR | 492,105 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,806 EUR | 486,806 EUR | 99.23% | 99.23% |
| 13/11/2024 | 1.03% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,659 EUR | 487,659 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,585 EUR | 488,585 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,256 EUR | 489,256 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,117 EUR | 488,117 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.04% | 96.20 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,228 EUR | 485,228 EUR | 99.23% | 99.23% |
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