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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 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,903 EUR | 478,903 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,483 EUR | 478,483 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,343 EUR | 481,343 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,970 EUR | 479,970 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,281 EUR | 476,281 EUR | 99.23% | 99.23% |
| 13/11/2024 | 1.06% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,975 EUR | 473,975 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.05% | 94.10 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,702 EUR | 479,702 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,581 EUR | 482,581 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,575 EUR | 480,575 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,713 EUR | 480,713 EUR | 99.23% | 99.23% |
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