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 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,510 EUR 502,756 EUR 96.83% 96.83%
19/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 998,855 EUR 501,927 EUR 98.84% 98.84%
18/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,001,920 EUR 503,461 EUR 99.06% 99.06%
15/11/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,001,890 EUR 503,446 EUR 99.36% 99.36%
14/11/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,001,220 EUR 503,111 EUR 99.37% 99.37%
13/11/2024 0.50% 99.40 % 99.90 % 1,000,000 500,000 1,000,000 500,000 995,071 EUR 500,036 EUR 99.38% 99.38%
12/11/2024 0.50% 98.85 % 99.35 % 1,000,000 500,000 1,000,000 500,000 996,086 EUR 500,543 EUR 99.38% 99.38%
11/11/2024 0.50% 99.85 % 100.35 % 1,000,000 500,000 1,000,000 500,000 998,633 EUR 501,817 EUR 99.06% 99.06%
08/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,090 EUR 502,545 EUR 99.38% 99.38%
07/11/2024 0.50% 100.70 % 101.20 % 1,000,000 500,000 1,000,000 500,000 1,005,440 EUR 505,222 EUR 98.97% 98.97%

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