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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% | 103.96 % | 104.46 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,071 EUR | 524,571 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 104.31 % | 104.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,112 EUR | 523,612 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.48% | 104.43 % | 104.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 521,301 EUR | 523,801 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.48% | 104.41 % | 104.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,167 EUR | 525,667 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 104.78 % | 105.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,817 EUR | 526,317 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 104.50 % | 105.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,584 EUR | 525,084 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 104.60 % | 105.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,455 EUR | 525,955 EUR | 98.73% | 98.73% |
| 11/11/2024 | 0.48% | 104.71 % | 105.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 523,628 EUR | 526,128 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 104.54 % | 105.04 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,501 EUR | 525,001 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.48% | 104.48 % | 104.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 522,376 EUR | 524,876 EUR | 100.00% | 100.00% |
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