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 0.32% 100.70 % 101.01 % 500,000 500,000 494,893 494,893 498,357 EUR 499,893 EUR 98.41% 98.41%
19/11/2024 0.32% 100.80 % 101.11 % 500,000 500,000 494,891 494,891 498,830 EUR 500,367 EUR 98.48% 98.48%
18/11/2024 0.32% 100.70 % 101.01 % 500,000 500,000 494,971 494,971 498,393 EUR 499,930 EUR 100.00% 100.00%
15/11/2024 0.51% 100.60 % 101.10 % 500,000 500,000 494,921 494,921 497,888 EUR 500,366 EUR 99.04% 99.04%
14/11/2024 0.32% 100.60 % 100.91 % 500,000 500,000 494,924 494,924 497,909 EUR 499,446 EUR 99.10% 99.10%
13/11/2024 0.32% 100.60 % 100.91 % 500,000 500,000 494,957 494,957 498,133 EUR 499,670 EUR 99.74% 99.74%
12/11/2024 0.32% 100.80 % 101.11 % 500,000 500,000 494,969 494,969 499,040 EUR 500,577 EUR 100.00% 100.00%
11/11/2024 0.32% 100.80 % 101.11 % 500,000 500,000 494,973 494,973 498,766 EUR 500,304 EUR 100.00% 100.00%
08/11/2024 0.32% 100.70 % 101.01 % 500,000 500,000 494,970 494,970 498,394 EUR 499,931 EUR 100.00% 100.00%
07/11/2024 0.32% 101.20 % 101.51 % 500,000 500,000 494,832 494,832 499,102 EUR 500,638 EUR 97.34% 97.34%

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