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% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,000,880 EUR 502,938 EUR 96.68% 96.68%
19/11/2024 0.50% 99.85 % 100.35 % 1,000,000 500,000 1,000,000 500,000 996,344 EUR 500,672 EUR 98.49% 98.49%
18/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,680 EUR 502,842 EUR 98.92% 98.92%
15/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,340 EUR 502,672 EUR 98.31% 98.31%
14/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,690 EUR 502,843 EUR 98.91% 98.91%
13/11/2024 0.50% 99.70 % 100.20 % 1,000,000 500,000 1,000,000 500,000 998,706 EUR 501,853 EUR 98.92% 98.92%
12/11/2024 0.50% 100.20 % 100.70 % 1,000,000 500,000 1,000,000 500,000 1,003,380 EUR 504,192 EUR 95.25% 95.25%
11/11/2024 0.50% 99.95 % 100.45 % 1,000,000 500,000 1,000,000 500,000 998,936 EUR 501,968 EUR 98.45% 98.45%
08/11/2024 0.50% 99.50 % 100.00 % 1,000,000 500,000 1,000,000 500,000 995,116 EUR 500,058 EUR 98.95% 98.95%
07/11/2024 0.50% 99.70 % 100.20 % 1,000,000 500,000 1,000,000 500,000 997,461 EUR 501,230 EUR 98.45% 98.45%

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