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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 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,651 EUR | 494,325 EUR | 95.63% | 95.63% |
| 19/11/2024 | 0.51% | 98.20 % | 98.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,753 EUR | 494,376 EUR | 97.44% | 97.44% |
| 18/11/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 981,047 EUR | 493,024 EUR | 97.86% | 97.86% |
| 15/11/2024 | 0.51% | 98.60 % | 99.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 986,925 EUR | 495,962 EUR | 98.02% | 98.02% |
| 14/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,258 EUR | 495,129 EUR | 97.73% | 97.73% |
| 13/11/2024 | 0.50% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,997 EUR | 496,498 EUR | 98.29% | 98.29% |
| 12/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,074 EUR | 498,037 EUR | 90.87% | 90.87% |
| 11/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,016 EUR | 500,008 EUR | 93.60% | 93.60% |
| 08/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,293 EUR | 498,646 EUR | 97.21% | 97.21% |
| 07/11/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,329 EUR | 500,164 EUR | 97.42% | 97.42% |
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