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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 | 1.10% | 89.80 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,800 EUR | 455,800 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.10% | 90.30 % | 91.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,890 EUR | 455,890 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.87% | 91.70 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,440 EUR | 462,440 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.87% | 91.90 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,204 EUR | 464,204 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,207 EUR | 469,207 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.07% | 92.70 % | 93.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,208 EUR | 469,208 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,782 EUR | 470,782 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,941 EUR | 477,941 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.06% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,791 EUR | 475,791 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,244 EUR | 481,244 EUR | 99.24% | 99.24% |
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