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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% | 103.83 % | 104.33 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,143 EUR | 522,643 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 103.82 % | 104.32 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,218 EUR | 521,718 EUR | 89.38% | 89.38% |
| 18/11/2024 | 0.48% | 104.04 % | 104.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,420 EUR | 522,920 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.48% | 103.99 % | 104.49 % | 500,000 | 500,000 | 500,000 | 500,000 | 520,000 EUR | 522,500 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 103.76 % | 104.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,425 EUR | 520,925 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 103.50 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,251 EUR | 519,751 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 103.45 % | 103.95 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,103 EUR | 520,603 EUR | 98.71% | 98.71% |
| 11/11/2024 | 0.48% | 103.81 % | 104.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 519,112 EUR | 521,612 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 103.62 % | 104.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,239 EUR | 520,739 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.48% | 103.70 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,665 EUR | 521,165 EUR | 100.00% | 100.00% |
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