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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% | 94.00 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,327 EUR | 476,327 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.06% | 94.40 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,326 EUR | 476,326 EUR | 99.84% | 99.84% |
| 18/11/2024 | 1.05% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,307 EUR | 478,307 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,051 EUR | 477,051 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,226 EUR | 475,226 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.06% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,275 EUR | 473,275 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,205 EUR | 478,205 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.83% | 95.70 % | 96.50 % | 500,000 | 500,000 | 499,902 | 500,000 | 477,098 EUR | 481,192 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 94.40 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,106 EUR | 479,106 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,397 EUR | 489,397 EUR | 99.23% | 99.23% |
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