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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 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,944 | 494,944 | 498,409 EUR | 499,896 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,053 EUR | 499,541 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 498,324 EUR | 499,812 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 100.50 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 497,602 EUR | 500,079 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,927 | 494,927 | 498,096 EUR | 499,584 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,970 | 494,970 | 497,904 EUR | 499,391 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 100.60 % | 100.90 % | 500,000 | 500,000 | 494,976 | 494,976 | 498,420 EUR | 499,907 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 498,434 EUR | 499,922 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,967 | 494,967 | 498,431 EUR | 499,919 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 100.70 % | 101.00 % | 500,000 | 500,000 | 494,930 | 494,930 | 498,395 EUR | 499,882 EUR | 99.23% | 99.23% |
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