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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 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,439 EUR | 456,439 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.10% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,627 EUR | 456,627 EUR | 99.93% | 99.93% |
| 18/11/2024 | 1.09% | 90.90 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,668 EUR | 459,668 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.10 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,603 EUR | 459,603 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.89% | 90.60 % | 91.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,558 EUR | 452,558 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.12% | 88.40 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 445,513 EUR | 450,513 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.88% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,726 EUR | 458,726 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 91.50 % | 92.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,644 EUR | 459,644 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.10% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,592 EUR | 455,592 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.08% | 92.30 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,282 EUR | 467,282 EUR | 99.24% | 99.24% |
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