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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 | 0.81% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,906 EUR | 492,906 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,737 EUR | 492,737 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,751 EUR | 496,751 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,477 EUR | 496,477 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,800 EUR | 493,800 EUR | 99.23% | 99.23% |
| 13/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,292 EUR | 489,292 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,358 EUR | 494,358 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,659 EUR | 496,659 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,657 EUR | 494,657 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,125 EUR | 494,125 EUR | 99.23% | 99.23% |
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