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 0.55% 90.25 % 90.75 % 500,000 500,000 500,000 500,000 449,974 EUR 452,474 EUR 100.00% 100.00%
19/11/2024 0.56% 89.45 % 89.95 % 500,000 500,000 500,000 500,000 443,116 EUR 445,616 EUR 100.00% 100.00%
18/11/2024 0.56% 88.65 % 89.15 % 500,000 500,000 500,000 500,000 444,906 EUR 447,406 EUR 100.00% 100.00%
15/11/2024 0.55% 89.35 % 89.85 % 500,000 500,000 500,000 500,000 451,599 EUR 454,099 EUR 100.00% 100.00%
14/11/2024 0.54% 92.10 % 92.60 % 500,000 500,000 500,000 500,000 460,857 EUR 463,357 EUR 100.00% 100.00%
13/11/2024 0.54% 92.30 % 92.80 % 500,000 500,000 500,000 500,000 460,215 EUR 462,715 EUR 100.00% 100.00%
12/11/2024 0.54% 92.20 % 92.70 % 500,000 500,000 500,000 500,000 462,830 EUR 465,330 EUR 98.88% 98.88%
11/11/2024 0.54% 94.00 % 94.50 % 500,000 500,000 500,000 500,000 465,834 EUR 468,334 EUR 100.00% 100.00%
08/11/2024 0.54% 92.30 % 92.80 % 500,000 500,000 500,000 500,000 461,143 EUR 463,643 EUR 98.84% 98.84%
07/11/2024 0.54% 91.80 % 92.30 % 500,000 500,000 500,000 500,000 461,000 EUR 463,500 EUR 40.65% 40.65%

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