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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 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,273 EUR | 491,273 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,072 EUR | 491,072 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,240 EUR | 493,240 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,257 EUR | 493,257 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,740 EUR | 490,740 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,470 EUR | 498,470 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.10 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,666 EUR | 502,666 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,637 EUR | 503,637 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,816 EUR | 502,816 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,187 EUR | 502,187 EUR | 99.23% | 99.23% |
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