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 0.50% 98.50 % 99.00 % 1,000,000 500,000 1,000,000 500,000 987,639 EUR 496,320 EUR 96.81% 96.81%
19/11/2024 0.51% 98.50 % 99.00 % 1,000,000 500,000 1,000,000 500,000 985,314 EUR 495,157 EUR 95.28% 95.28%
18/11/2024 0.50% 99.85 % 100.35 % 1,000,000 500,000 1,000,000 500,000 999,287 EUR 502,143 EUR 98.88% 98.88%
15/11/2024 0.50% 100.25 % 100.75 % 1,000,000 500,000 1,000,000 500,000 1,002,340 EUR 503,670 EUR 98.32% 98.32%
14/11/2024 0.49% 100.75 % 101.25 % 1,000,000 500,000 1,000,000 500,000 1,008,000 EUR 506,500 EUR 97.90% 97.90%
13/11/2024 0.50% 98.80 % 99.30 % 1,000,000 500,000 1,000,000 500,000 988,487 EUR 496,743 EUR 98.90% 98.90%
12/11/2024 0.50% 98.60 % 99.10 % 1,000,000 500,000 1,000,000 500,000 994,717 EUR 499,859 EUR 98.38% 98.38%
11/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,001,800 EUR 503,398 EUR 98.73% 98.73%
08/11/2024 0.50% 99.45 % 99.95 % 1,000,000 500,000 1,000,000 500,000 996,626 EUR 500,813 EUR 98.89% 98.89%
07/11/2024 0.50% 100.35 % 100.85 % 1,000,000 500,000 1,000,000 500,000 1,000,180 EUR 502,590 EUR 98.46% 98.46%

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