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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% | 94.90 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,113 EUR | 480,113 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.84% | 94.60 % | 95.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,334 EUR | 476,334 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 95.10 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,485 EUR | 479,485 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 94.60 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,250 EUR | 478,250 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,765 EUR | 477,765 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,652 EUR | 476,652 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.06% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,074 EUR | 474,074 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,085 EUR | 490,085 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,482 EUR | 485,482 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,462 EUR | 490,462 EUR | 99.24% | 99.24% |
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