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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 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,062 EUR | 479,531 EUR | 96.81% | 96.81% |
| 19/11/2024 | 0.51% | 94.55 % | 95.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,092 EUR | 477,998 EUR | 88.64% | 88.64% |
| 18/11/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,318 EUR | 481,159 EUR | 98.56% | 98.56% |
| 15/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,966 EUR | 481,483 EUR | 98.32% | 98.32% |
| 14/11/2024 | 0.50% | 95.10 % | 95.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,115 EUR | 474,917 EUR | 98.90% | 98.90% |
| 13/11/2024 | 0.48% | 93.40 % | 93.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 939,716 EUR | 472,129 EUR | 98.88% | 98.88% |
| 12/11/2024 | 0.52% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,226 EUR | 481,613 EUR | 98.74% | 98.74% |
| 11/11/2024 | 0.52% | 96.35 % | 96.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,688 EUR | 484,344 EUR | 98.73% | 98.73% |
| 08/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,518 EUR | 481,259 EUR | 94.17% | 94.17% |
| 07/11/2024 | 0.52% | 95.70 % | 96.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 953,959 EUR | 479,475 EUR | 98.45% | 98.45% |
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