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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 | 0.52% | 66.85 % | 67.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 671,005 EUR | 337,253 EUR | 95.82% | 95.82% |
| 19/11/2024 | 0.50% | 68.70 % | 69.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 692,348 EUR | 347,924 EUR | 97.57% | 97.57% |
| 18/11/2024 | 0.49% | 70.70 % | 71.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 708,259 EUR | 355,879 EUR | 97.06% | 97.06% |
| 15/11/2024 | 0.49% | 71.20 % | 71.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 711,650 EUR | 357,575 EUR | 95.39% | 95.39% |
| 14/11/2024 | 0.49% | 71.00 % | 71.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 705,354 EUR | 354,427 EUR | 98.17% | 98.17% |
| 13/11/2024 | 0.49% | 70.20 % | 70.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 708,066 EUR | 355,783 EUR | 97.87% | 97.87% |
| 12/11/2024 | 0.48% | 71.55 % | 71.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 728,072 EUR | 365,786 EUR | 98.95% | 98.95% |
| 11/11/2024 | 0.48% | 72.80 % | 73.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 726,088 EUR | 364,794 EUR | 98.41% | 98.41% |
| 08/11/2024 | 0.48% | 72.95 % | 73.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 727,184 EUR | 365,342 EUR | 98.88% | 98.88% |
| 07/11/2024 | 0.48% | 74.40 % | 74.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 734,160 EUR | 368,830 EUR | 84.52% | 84.52% |
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