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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 | 0.81% | 98.60 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,631 EUR | 497,631 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,158 EUR | 496,158 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,041 EUR | 502,041 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,529 EUR | 502,529 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,968 EUR | 502,968 EUR | 99.23% | 99.23% |
| 13/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,676 EUR | 498,676 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,651 EUR | 503,651 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,244 EUR | 500,244 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,397 EUR | 494,397 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,666 EUR | 495,666 EUR | 99.23% | 99.23% |
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