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 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 1,001,220 EUR 503,108 EUR 96.03% 96.03%
19/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,000,910 EUR 502,954 EUR 98.86% 98.86%
18/11/2024 0.50% 100.20 % 100.70 % 1,000,000 500,000 1,000,000 500,000 1,001,760 EUR 503,380 EUR 98.83% 98.83%
15/11/2024 0.50% 100.25 % 100.75 % 1,000,000 500,000 1,000,000 500,000 1,002,350 EUR 503,673 EUR 98.31% 98.31%
14/11/2024 0.50% 99.95 % 100.45 % 1,000,000 500,000 1,000,000 500,000 999,205 EUR 502,102 EUR 98.86% 98.86%
13/11/2024 0.50% 99.85 % 100.35 % 1,000,000 500,000 1,000,000 500,000 999,726 EUR 502,363 EUR 98.88% 98.88%
12/11/2024 0.50% 99.80 % 100.30 % 1,000,000 500,000 1,000,000 500,000 1,000,410 EUR 502,706 EUR 98.57% 98.57%
11/11/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,003,590 EUR 504,295 EUR 98.96% 98.96%
08/11/2024 0.50% 100.20 % 100.70 % 1,000,000 500,000 1,000,000 500,000 1,002,090 EUR 503,543 EUR 98.68% 98.68%
07/11/2024 0.50% 100.50 % 101.00 % 1,000,000 500,000 1,000,000 500,000 1,004,790 EUR 504,893 EUR 98.50% 98.50%

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