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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 | 475,261 EUR | 479,261 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,120 EUR | 478,120 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,496 EUR | 484,496 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,033 EUR | 486,033 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.83% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,727 EUR | 485,727 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,810 EUR | 494,810 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.40 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,119 EUR | 502,119 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,434 EUR | 495,434 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,401 EUR | 487,401 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,235 EUR | 489,235 EUR | 99.23% | 99.23% |
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