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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 | 0.48% | 104.11 % | 104.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,550 EUR | 523,050 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 104.10 % | 104.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,500 EUR | 523,000 EUR | 89.39% | 89.39% |
| 18/11/2024 | 0.48% | 104.09 % | 104.59 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,450 EUR | 522,950 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.48% | 104.08 % | 104.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,400 EUR | 522,900 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 104.07 % | 104.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,350 EUR | 522,850 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,200 EUR | 522,700 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,200 EUR | 522,700 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.48% | 104.03 % | 104.53 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,150 EUR | 522,650 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 104.01 % | 104.51 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,050 EUR | 522,550 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.48% | 104.00 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,000 EUR | 522,500 EUR | 100.00% | 100.00% |
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