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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,192 EUR | 491,692 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,897 EUR | 489,397 EUR | 99.90% | 99.90% |
| 20/11/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,503 EUR | 490,003 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 97.20 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,876 EUR | 487,376 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 97.60 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,212 EUR | 488,712 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,642 EUR | 490,142 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 97.70 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,295 EUR | 490,795 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,097 EUR | 489,597 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.30% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,309 EUR | 493,809 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.30% | 98.80 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,566 EUR | 495,066 EUR | 100.00% | 100.00% |
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