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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 | 0.79% | 103.86 % | 104.68 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,398 EUR | 62,891 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 103.94 % | 104.76 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,392 EUR | 62,885 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 104.11 % | 104.94 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,502 EUR | 63,000 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 104.45 % | 105.28 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,667 EUR | 63,165 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 104.30 % | 105.13 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,575 EUR | 63,073 EUR | 99.69% | 99.69% |
| 13/11/2024 | 0.79% | 103.99 % | 104.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,419 EUR | 62,915 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 104.06 % | 104.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,501 EUR | 62,999 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 104.31 % | 105.14 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,629 EUR | 63,127 EUR | 84.65% | 84.65% |
| 08/11/2024 | 0.79% | 104.03 % | 104.86 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,431 EUR | 62,926 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 103.97 % | 104.79 % | 60,000 | 60,000 | 60,000 | 60,000 | 62,283 EUR | 62,775 EUR | 100.00% | 100.00% |
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