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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 | 1.08% | 73.00 % | 73.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 368,568 EUR | 372,568 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.09% | 72.90 % | 73.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 366,538 EUR | 370,538 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.07% | 74.10 % | 74.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 370,867 EUR | 374,867 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 75.30 % | 76.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 384,861 EUR | 388,861 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 77.90 % | 78.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,853 EUR | 385,853 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 75.60 % | 76.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 381,295 EUR | 385,295 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 77.20 % | 78.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 391,882 EUR | 395,882 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 80.70 % | 81.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 402,858 EUR | 406,858 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.97% | 80.10 % | 80.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 409,513 EUR | 413,513 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.97% | 82.90 % | 83.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 411,901 EUR | 415,901 EUR | 99.23% | 99.23% |
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