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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 | 0.84% | 95.00 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,236 EUR | 480,236 EUR | 98.59% | 98.59% |
| 19/11/2024 | 0.84% | 95.30 % | 96.10 % | 500,000 | 500,000 | 495,263 | 495,263 | 471,229 EUR | 475,209 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.83% | 95.80 % | 96.60 % | 500,000 | 500,000 | 497,951 | 497,951 | 477,016 EUR | 481,008 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 499,926 | 499,926 | 481,947 EUR | 485,947 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 96.90 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,387 EUR | 488,387 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,711 EUR | 486,711 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,624 EUR | 487,624 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 496,320 | 496,320 | 484,086 EUR | 488,071 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,815 EUR | 491,815 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,478 EUR | 494,478 EUR | 99.23% | 99.23% |
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