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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 | 0.50% | 68.95 % | 69.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 691,526 EUR | 347,513 EUR | 97.09% | 97.09% |
| 19/11/2024 | 0.51% | 67.80 % | 68.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 685,520 EUR | 344,510 EUR | 88.89% | 88.89% |
| 18/11/2024 | 0.50% | 69.35 % | 69.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 695,199 EUR | 349,350 EUR | 99.37% | 99.37% |
| 15/11/2024 | 0.50% | 69.80 % | 70.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 698,608 EUR | 351,054 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.51% | 69.50 % | 69.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 690,832 EUR | 347,166 EUR | 98.89% | 98.89% |
| 13/11/2024 | 0.51% | 68.30 % | 68.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 682,825 EUR | 343,163 EUR | 99.38% | 99.38% |
| 12/11/2024 | 0.50% | 67.70 % | 68.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 693,125 EUR | 348,313 EUR | 93.51% | 93.51% |
| 11/11/2024 | 0.49% | 71.20 % | 71.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 716,667 EUR | 360,084 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.49% | 71.15 % | 71.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 714,661 EUR | 359,080 EUR | 99.38% | 99.38% |
| 07/11/2024 | 0.48% | 73.90 % | 74.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 731,144 EUR | 367,322 EUR | 98.96% | 98.96% |
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