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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 | 0.87% | 92.50 % | 93.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,119 EUR | 467,169 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.08% | 92.10 % | 93.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,854 EUR | 463,854 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,318 EUR | 475,318 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.20 % | 95.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,011 EUR | 476,059 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 95.10 % | 95.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,040 EUR | 476,090 EUR | 99.23% | 99.23% |
| 13/11/2024 | 1.07% | 92.70 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,310 EUR | 471,310 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,028 EUR | 480,028 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 93.30 % | 94.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,292 EUR | 469,342 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.89% | 90.60 % | 91.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,844 EUR | 457,894 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.09% | 91.00 % | 92.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,389 EUR | 461,389 EUR | 99.24% | 99.24% |
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