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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 | 0.75% | 99.78 % | 100.53 % | 200,000 | 198,000 | 200,000 | 198,424 | 199,525 EUR | 199,441 EUR | 99.99% | 99.99% |
| 19/11/2024 | 0.75% | 99.34 % | 100.09 % | 201,000 | 199,000 | 201,059 | 199,656 | 199,449 EUR | 199,554 EUR | 99.95% | 99.95% |
| 18/11/2024 | 0.75% | 99.50 % | 100.25 % | 201,000 | 199,000 | 200,582 | 198,971 | 199,573 EUR | 199,462 EUR | 99.99% | 99.99% |
| 15/11/2024 | 0.75% | 99.47 % | 100.22 % | 201,000 | 199,000 | 200,659 | 199,000 | 199,643 EUR | 199,486 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.75% | 99.44 % | 100.19 % | 201,000 | 199,000 | 201,000 | 199,316 | 199,609 EUR | 199,431 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 99.01 % | 99.76 % | 201,000 | 200,000 | 201,017 | 199,608 | 199,376 EUR | 199,474 EUR | 99.98% | 99.98% |
| 12/11/2024 | 0.75% | 99.24 % | 99.99 % | 201,000 | 200,000 | 200,843 | 199,321 | 199,539 EUR | 199,521 EUR | 99.98% | 99.98% |
| 11/11/2024 | 0.75% | 99.36 % | 100.11 % | 201,000 | 199,000 | 200,703 | 198,937 | 199,573 EUR | 199,309 EUR | 99.98% | 99.98% |
| 08/11/2024 | 0.75% | 99.30 % | 100.05 % | 201,000 | 199,000 | 200,944 | 199,036 | 199,780 EUR | 199,375 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.75% | 99.64 % | 100.39 % | 200,000 | 199,000 | 200,000 | 198,765 | 199,415 EUR | 199,674 EUR | 99.95% | 99.95% |
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