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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% | 99.15 % | 99.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,537 EUR | 498,768 EUR | 96.18% | 96.18% |
| 19/11/2024 | 0.51% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,591 EUR | 494,795 EUR | 96.97% | 96.97% |
| 18/11/2024 | 0.50% | 99.05 % | 99.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,404 EUR | 498,202 EUR | 97.91% | 97.91% |
| 15/11/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,430 EUR | 499,715 EUR | 98.85% | 98.85% |
| 14/11/2024 | 0.51% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,791 EUR | 495,395 EUR | 96.86% | 96.86% |
| 13/11/2024 | 0.50% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,072 EUR | 498,036 EUR | 96.86% | 96.86% |
| 12/11/2024 | 0.50% | 99.45 % | 99.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,421 EUR | 500,211 EUR | 97.08% | 97.08% |
| 11/11/2024 | 0.50% | 99.70 % | 100.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,323 EUR | 500,161 EUR | 96.96% | 96.96% |
| 08/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,815 EUR | 499,907 EUR | 98.15% | 98.15% |
| 07/11/2024 | 0.50% | 99.40 % | 99.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 992,027 EUR | 498,513 EUR | 97.88% | 97.88% |
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