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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% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,500 EUR | 508,749 EUR | 96.95% | 96.95% |
| 19/11/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,180 EUR | 508,089 EUR | 98.85% | 98.85% |
| 18/11/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,012,900 EUR | 508,952 EUR | 99.07% | 99.07% |
| 15/11/2024 | 0.49% | 101.25 % | 101.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,011,600 EUR | 508,302 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,830 EUR | 506,914 EUR | 99.38% | 99.38% |
| 13/11/2024 | 0.50% | 100.45 % | 100.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,005,530 EUR | 505,266 EUR | 99.38% | 99.38% |
| 12/11/2024 | 0.49% | 100.35 % | 100.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,800 EUR | 506,898 EUR | 99.38% | 99.38% |
| 11/11/2024 | 0.49% | 101.35 % | 101.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,170 EUR | 509,084 EUR | 99.06% | 99.06% |
| 08/11/2024 | 0.49% | 101.40 % | 101.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,013,910 EUR | 509,453 EUR | 99.37% | 99.37% |
| 07/11/2024 | 0.49% | 101.65 % | 102.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,015,500 EUR | 510,252 EUR | 98.97% | 98.97% |
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