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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 | 0.83% | 95.95 % | 96.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,823 EUR | 242,823 EUR | 99.95% | 99.95% |
| 19/11/2024 | 0.84% | 95.22 % | 96.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,291 EUR | 240,291 EUR | 99.91% | 99.91% |
| 18/11/2024 | 0.82% | 96.49 % | 97.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 241,504 EUR | 243,504 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.86 % | 97.66 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,306 EUR | 244,306 EUR | 99.99% | 99.99% |
| 14/11/2024 | 0.83% | 96.72 % | 97.52 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,568 EUR | 242,568 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.15 % | 95.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 238,365 EUR | 240,365 EUR | 99.90% | 99.90% |
| 12/11/2024 | 0.83% | 94.81 % | 95.61 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,224 EUR | 242,224 EUR | 99.97% | 99.97% |
| 11/11/2024 | 0.81% | 98.16 % | 98.96 % | 250,000 | 250,000 | 250,000 | 250,000 | 245,284 EUR | 247,284 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.01 % | 98.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,039 EUR | 248,039 EUR | 99.92% | 99.92% |
| 07/11/2024 | 0.80% | 100.12 % | 100.92 % | 250,000 | 250,000 | 250,000 | 250,000 | 249,818 EUR | 251,819 EUR | 99.99% | 99.99% |
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