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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 | 0.48% | 102.87 % | 103.37 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,690 EUR | 517,190 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 102.27 % | 102.77 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,399 EUR | 513,899 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.48% | 102.92 % | 103.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,388 EUR | 516,888 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.49% | 102.62 % | 103.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,634 EUR | 516,134 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 103.14 % | 103.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,928 EUR | 516,428 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 101.92 % | 102.42 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,786 EUR | 513,286 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 101.65 % | 102.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,634 EUR | 513,134 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.49% | 102.37 % | 102.87 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,223 EUR | 514,723 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 102.36 % | 102.86 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,363 EUR | 514,863 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.49% | 102.40 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,425 EUR | 515,925 EUR | 100.00% | 100.00% |
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