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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% | 96.70 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,144 EUR | 485,644 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 97.10 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,973 EUR | 487,473 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 97.40 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,661 EUR | 488,161 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 97.30 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,028 EUR | 489,528 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,781 EUR | 490,281 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.31% | 97.50 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,309 EUR | 488,809 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,449 EUR | 490,949 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 98.00 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,464 EUR | 491,964 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 97.80 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,064 EUR | 490,564 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.31% | 97.90 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,268 EUR | 490,768 EUR | 99.23% | 99.23% |
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