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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.53% | 94.30 % | 94.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,410 EUR | 472,910 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.53% | 94.05 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,584 EUR | 470,084 EUR | 100.00% | 100.00% |
| 20/11/2024 | 0.53% | 94.00 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,947 EUR | 476,447 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 95.12 % | 95.62 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,888 EUR | 477,388 EUR | 89.37% | 89.37% |
| 18/11/2024 | 0.52% | 95.07 % | 95.57 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,724 EUR | 478,224 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.53% | 94.49 % | 94.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,078 EUR | 475,578 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.53% | 94.88 % | 95.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,935 EUR | 473,435 EUR | 97.46% | 97.46% |
| 13/11/2024 | 0.52% | 94.40 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,611 EUR | 478,111 EUR | 98.59% | 98.59% |
| 12/11/2024 | 0.52% | 96.39 % | 96.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,986 EUR | 484,486 EUR | 8.73% | 8.73% |
| 11/11/2024 | 0.50% | 100.49 % | 100.99 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,188 EUR | 504,688 EUR | 100.00% | 100.00% |
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