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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 | 0.51% | 83.75 % | 84.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 849,555 EUR | 426,948 EUR | 97.22% | 97.22% |
| 19/11/2024 | 0.51% | 85.00 % | 85.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 850,640 EUR | 427,504 EUR | 97.45% | 97.45% |
| 18/11/2024 | 0.49% | 82.95 % | 83.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 845,078 EUR | 424,612 EUR | 17.01% | 17.01% |
| 15/11/2024 | 0.50% | 88.40 % | 88.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 889,401 EUR | 446,951 EUR | 97.54% | 97.54% |
| 14/11/2024 | 0.51% | 91.85 % | 92.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 881,718 EUR | 443,109 EUR | 0.49% | 0.49% |
| 13/11/2024 | 0.48% | 84.40 % | 84.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 845,045 EUR | 424,570 EUR | 99.37% | 99.37% |
| 12/11/2024 | 0.52% | 85.95 % | 86.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 867,784 EUR | 436,142 EUR | 99.06% | 99.06% |
| 11/11/2024 | 0.52% | 86.00 % | 86.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 862,298 EUR | 433,396 EUR | 99.14% | 99.14% |
| 08/11/2024 | 0.49% | 83.85 % | 84.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 840,675 EUR | 422,383 EUR | 98.92% | 98.92% |
| 07/11/2024 | 0.48% | 84.00 % | 84.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 834,427 EUR | 419,214 EUR | 89.16% | 89.16% |
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