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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 | 1.20% | 83.50 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,076 EUR | 427,154 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.29% | 83.50 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,869 EUR | 424,305 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.17% | 85.30 % | 86.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,678 EUR | 429,678 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 85.20 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,344 EUR | 432,348 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.21% | 85.20 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 422,493 EUR | 427,619 EUR | 99.10% | 99.10% |
| 13/11/2024 | 1.31% | 83.50 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,847 EUR | 422,347 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.18% | 82.40 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,374 EUR | 431,451 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 87.10 % | 88.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,004 EUR | 442,504 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 86.70 % | 87.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,264 EUR | 442,514 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.42% | 90.40 % | 90.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 448,009 EUR | 449,866 EUR | 100.00% | 100.00% |
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