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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% | 96.59 % | 97.09 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,958 EUR | 487,458 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.52% | 96.65 % | 97.15 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,716 EUR | 483,216 EUR | 76.88% | 76.88% |
| 18/11/2024 | 0.51% | 97.76 % | 98.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,235 EUR | 491,735 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.51% | 97.90 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,750 EUR | 493,250 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.51% | 98.39 % | 98.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,857 EUR | 492,357 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.51% | 96.92 % | 97.42 % | 500,000 | 500,000 | 500,000 | 499,980 | 486,825 EUR | 489,306 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.51% | 98.43 % | 98.93 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,287 EUR | 495,787 EUR | 98.18% | 98.18% |
| 11/11/2024 | 0.51% | 97.25 % | 97.75 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,744 EUR | 488,244 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.51% | 98.62 % | 99.12 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,619 EUR | 496,119 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.50% | 98.78 % | 99.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,063 EUR | 497,563 EUR | 100.00% | 100.00% |
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