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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.54% | 91.65 % | 92.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,908 EUR | 460,408 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.54% | 91.95 % | 92.45 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,544 EUR | 465,044 EUR | 99.19% | 99.19% |
| 11/11/2024 | 0.53% | 94.20 % | 94.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,464 EUR | 469,964 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 94.35 % | 94.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,158 EUR | 474,658 EUR | 99.99% | 99.99% |
| 07/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,226 EUR | 479,726 EUR | 40.72% | 40.72% |
| 06/11/2024 | 0.53% | 93.35 % | 93.85 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,283 EUR | 474,783 EUR | 100.00% | 100.00% |
| 05/11/2024 | 0.53% | 94.25 % | 94.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,137 EUR | 474,637 EUR | 100.00% | 100.00% |
| 04/11/2024 | 0.52% | 94.85 % | 95.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,956 EUR | 477,456 EUR | 100.00% | 100.00% |
| 01/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,255 EUR | 479,755 EUR | 100.00% | 100.00% |
| 31/10/2024 | 0.52% | 95.40 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,130 EUR | 479,630 EUR | 100.00% | 100.00% |
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