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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 | 0.68% | 102.02 % | 102.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,082 EUR | 154,132 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.68% | 102.01 % | 102.71 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,997 EUR | 154,047 EUR | 89.37% | 89.37% |
| 18/11/2024 | 0.68% | 102.05 % | 102.75 % | 150,000 | 150,000 | 150,000 | 150,000 | 153,071 EUR | 154,121 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.68% | 101.99 % | 102.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,997 EUR | 154,047 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 101.97 % | 102.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,906 EUR | 153,956 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 101.88 % | 102.58 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,843 EUR | 153,893 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 101.87 % | 102.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,864 EUR | 153,914 EUR | 98.73% | 98.73% |
| 11/11/2024 | 0.68% | 101.94 % | 102.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,891 EUR | 153,941 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 101.85 % | 102.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,761 EUR | 153,811 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.69% | 101.76 % | 102.46 % | 150,000 | 150,000 | 150,000 | 150,000 | 152,732 EUR | 153,782 EUR | 100.00% | 100.00% |
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