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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.00% | 100.00 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,795 EUR | 503,795 EUR | 100.00% | 100.00% |
| 22/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,352 EUR | 502,352 EUR | 100.00% | 100.00% |
| 20/11/2024 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,444 EUR | 498,444 EUR | 98.59% | 98.59% |
| 19/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,175 EUR | 499,175 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,844 EUR | 500,844 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,103 EUR | 502,103 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,920 EUR | 503,920 EUR | 99.23% | 99.23% |
| 13/11/2024 | 1.01% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,858 EUR | 499,858 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,212 EUR | 501,212 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,136 EUR | 504,136 EUR | 100.00% | 100.00% |
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