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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% | 103.73 % | 104.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,650 EUR | 521,150 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 103.72 % | 104.22 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,599 EUR | 521,099 EUR | 89.39% | 89.39% |
| 18/11/2024 | 0.48% | 103.71 % | 104.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,550 EUR | 521,050 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,501 EUR | 521,001 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 103.69 % | 104.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,438 EUR | 520,938 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 103.65 % | 104.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,228 EUR | 520,728 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 103.64 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,229 EUR | 520,729 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.48% | 103.64 % | 104.14 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,200 EUR | 520,700 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 103.63 % | 104.13 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,154 EUR | 520,654 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.48% | 103.62 % | 104.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,074 EUR | 520,574 EUR | 100.00% | 100.00% |
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