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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.16% | 86.00 % | 87.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,598 EUR | 434,598 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.95% | 85.00 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,000 EUR | 425,000 EUR | 100.00% | 100.00% |
| 20/11/2024 | 0.92% | 85.80 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,753 EUR | 436,753 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.93% | 85.90 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,516 EUR | 433,516 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.91% | 87.80 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,535 EUR | 441,535 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.90% | 87.80 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 440,056 EUR | 444,056 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 88.00 % | 88.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,122 EUR | 442,122 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 86.70 % | 87.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 433,173 EUR | 437,173 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.91% | 85.70 % | 86.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,574 EUR | 442,574 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.88% | 90.10 % | 90.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,505 EUR | 456,505 EUR | 100.00% | 100.00% |
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