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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 | 0.49% | 100.56 % | 101.06 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,869 EUR | 507,369 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 100.78 % | 101.28 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,337 EUR | 508,837 EUR | 89.38% | 89.38% |
| 18/11/2024 | 0.49% | 101.51 % | 102.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,165 EUR | 512,665 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.49% | 101.97 % | 102.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,041 EUR | 514,541 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 102.34 % | 102.84 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,672 EUR | 514,172 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 102.08 % | 102.58 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,998 EUR | 512,498 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 101.57 % | 102.07 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,576 EUR | 511,076 EUR | 98.71% | 98.71% |
| 11/11/2024 | 0.49% | 102.24 % | 102.74 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,800 EUR | 513,300 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 101.22 % | 101.72 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,152 EUR | 508,652 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.49% | 101.14 % | 101.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,073 EUR | 509,573 EUR | 100.00% | 100.00% |
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