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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 | 0.51% | 97.80 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,052 EUR | 492,552 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 96.75 % | 97.25 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,827 EUR | 485,327 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.51% | 98.25 % | 98.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,750 EUR | 494,250 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.50% | 98.90 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,308 EUR | 497,808 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.50% | 100.15 % | 100.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,402 EUR | 498,902 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 97.20 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,632 EUR | 490,132 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.50% | 99.15 % | 99.65 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,681 EUR | 499,181 EUR | 99.47% | 99.47% |
| 11/11/2024 | 0.51% | 98.30 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,600 EUR | 491,100 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 96.55 % | 97.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,103 EUR | 486,603 EUR | 99.79% | 99.79% |
| 07/11/2024 | 0.51% | 97.00 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,011 EUR | 487,511 EUR | 99.91% | 99.91% |
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