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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 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,240 EUR | 506,618 EUR | 96.43% | 96.43% |
| 19/11/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,030 EUR | 506,513 EUR | 98.48% | 98.48% |
| 18/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,330 EUR | 506,665 EUR | 98.95% | 98.95% |
| 15/11/2024 | 0.49% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,070 EUR | 506,535 EUR | 98.95% | 98.95% |
| 14/11/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,490 EUR | 506,744 EUR | 98.92% | 98.92% |
| 13/11/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,490 EUR | 506,746 EUR | 98.38% | 98.38% |
| 12/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,700 EUR | 506,848 EUR | 98.92% | 98.92% |
| 11/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,970 EUR | 506,983 EUR | 97.75% | 97.75% |
| 08/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,580 EUR | 506,791 EUR | 98.32% | 98.32% |
| 07/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,680 EUR | 507,340 EUR | 98.10% | 98.10% |
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