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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 | 0.48% | 92.95 % | 93.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 932,652 EUR | 468,576 EUR | 97.35% | 97.35% |
| 19/11/2024 | 0.49% | 93.25 % | 93.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 936,343 EUR | 470,450 EUR | 98.15% | 98.15% |
| 18/11/2024 | 0.52% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 949,341 EUR | 477,132 EUR | 99.37% | 99.37% |
| 15/11/2024 | 0.52% | 94.95 % | 95.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,502 EUR | 476,728 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.48% | 94.35 % | 94.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 941,937 EUR | 473,219 EUR | 99.38% | 99.38% |
| 13/11/2024 | 0.48% | 93.70 % | 94.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,038 EUR | 473,276 EUR | 98.68% | 98.68% |
| 12/11/2024 | 0.52% | 94.00 % | 94.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 951,026 EUR | 477,970 EUR | 99.37% | 99.37% |
| 11/11/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 960,102 EUR | 482,551 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.51% | 94.90 % | 95.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,572 EUR | 476,195 EUR | 99.38% | 99.38% |
| 07/11/2024 | 0.52% | 94.60 % | 95.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,095 EUR | 478,517 EUR | 98.97% | 98.97% |
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