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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 | 0.46% | 107.41 % | 107.91 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,148,890 EUR | 539,724 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.47% | 107.10 % | 107.60 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,140,320 EUR | 537,581 EUR | 89.38% | 89.38% |
| 18/11/2024 | 0.47% | 107.15 % | 107.65 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,142,560 EUR | 538,140 EUR | 99.68% | 99.68% |
| 15/11/2024 | 0.47% | 106.99 % | 107.49 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,140,500 EUR | 537,625 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.47% | 106.79 % | 107.29 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,133,010 EUR | 535,753 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.47% | 106.30 % | 106.80 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,127,970 EUR | 534,493 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.47% | 106.31 % | 106.81 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,131,860 EUR | 535,464 EUR | 98.75% | 98.75% |
| 11/11/2024 | 0.47% | 106.59 % | 107.09 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,133,200 EUR | 535,799 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.47% | 106.52 % | 107.02 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,130,650 EUR | 535,162 EUR | 99.85% | 99.85% |
| 07/11/2024 | 0.47% | 106.68 % | 107.18 % | 2,000,000 | 500,000 | 2,000,000 | 500,000 | 2,129,830 EUR | 534,957 EUR | 100.00% | 100.00% |
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