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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 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,310 EUR | 506,653 EUR | 97.15% | 97.15% |
| 19/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,890 EUR | 506,446 EUR | 99.36% | 99.36% |
| 18/11/2024 | 0.49% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,220 EUR | 506,608 EUR | 99.37% | 99.37% |
| 15/11/2024 | 0.49% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,720 EUR | 506,358 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,690 EUR | 506,344 EUR | 99.37% | 99.37% |
| 13/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,080 EUR | 506,540 EUR | 99.37% | 99.37% |
| 12/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,220 EUR | 506,610 EUR | 99.38% | 99.38% |
| 11/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,550 EUR | 506,775 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.49% | 100.75 % | 101.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,007,820 EUR | 506,411 EUR | 99.37% | 99.37% |
| 07/11/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,290 EUR | 506,644 EUR | 98.97% | 98.97% |
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