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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 | 1.03% | 75.70 % | 76.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 385,901 EUR | 389,901 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.99% | 79.90 % | 80.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 403,279 EUR | 407,279 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.96% | 82.60 % | 83.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,260 EUR | 420,260 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.95% | 83.40 % | 84.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 417,435 EUR | 421,435 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.96% | 83.50 % | 84.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 413,342 EUR | 417,342 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.96% | 81.80 % | 82.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,616 EUR | 418,616 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.16% | 83.90 % | 84.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,708 EUR | 432,708 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.16% | 85.70 % | 86.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,098 EUR | 432,098 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.93% | 85.80 % | 86.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 427,596 EUR | 431,596 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.92% | 87.70 % | 88.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 432,737 EUR | 436,737 EUR | 99.23% | 99.23% |
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