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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 | 0.97% | 81.40 % | 82.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,204 EUR | 413,204 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.98% | 82.10 % | 82.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,041 EUR | 409,041 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.94% | 84.60 % | 85.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,357 EUR | 426,357 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.93% | 84.70 % | 85.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 425,832 EUR | 429,832 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.94% | 85.60 % | 86.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 423,258 EUR | 427,258 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.21% | 82.00 % | 83.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,287 EUR | 416,287 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.95% | 82.90 % | 83.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 419,607 EUR | 423,607 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.94% | 85.60 % | 86.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,459 EUR | 426,459 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.19% | 82.80 % | 83.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,994 EUR | 421,994 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.14% | 87.50 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,363 EUR | 442,363 EUR | 99.23% | 99.23% |
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