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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% | 89.90 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,526 EUR | 456,526 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.87% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,500 EUR | 459,500 EUR | 99.84% | 99.84% |
| 18/11/2024 | 0.86% | 92.20 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,648 EUR | 464,648 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.86% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,155 EUR | 466,155 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 92.00 % | 92.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,487 EUR | 460,487 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 90.10 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 454,191 EUR | 458,191 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.08% | 91.60 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,541 EUR | 467,541 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.08% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,407 EUR | 467,407 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 91.60 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,902 EUR | 463,902 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.85% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,762 EUR | 473,762 EUR | 99.23% | 99.23% |
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