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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 | 0.67% | 103.79 % | 104.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,718 EUR | 156,768 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 103.70 % | 104.40 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,272 EUR | 156,322 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.67% | 103.55 % | 104.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,387 EUR | 156,437 EUR | 99.68% | 99.68% |
| 15/11/2024 | 0.67% | 103.47 % | 104.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,242 EUR | 156,292 EUR | 99.95% | 99.95% |
| 14/11/2024 | 0.68% | 103.29 % | 103.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,756 EUR | 155,806 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 103.14 % | 103.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,831 EUR | 155,881 EUR | 99.98% | 99.98% |
| 12/11/2024 | 0.68% | 103.04 % | 103.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,692 EUR | 155,742 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.68% | 103.08 % | 103.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,529 EUR | 155,579 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 102.66 % | 103.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,930 EUR | 154,980 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.68% | 102.41 % | 103.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,704 EUR | 154,754 EUR | 100.00% | 100.00% |
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