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% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 999,378 EUR 502,189 EUR 85.11% 85.11%
19/11/2024 0.50% 99.45 % 99.95 % 1,000,000 500,000 1,000,000 500,000 996,313 EUR 500,656 EUR 87.28% 87.28%
18/11/2024 0.50% 99.75 % 100.25 % 1,000,000 500,000 1,000,000 500,000 997,584 EUR 501,292 EUR 89.94% 89.94%
15/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 999,297 EUR 502,149 EUR 85.06% 85.06%
14/11/2024 0.50% 100.25 % 100.75 % 1,000,000 500,000 1,000,000 500,000 1,002,320 EUR 503,661 EUR 89.32% 89.32%
13/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,001,390 EUR 503,195 EUR 96.74% 96.74%
12/11/2024 0.50% 99.85 % 100.35 % 1,000,000 500,000 1,000,000 500,000 1,000,460 EUR 502,731 EUR 94.23% 94.23%
11/11/2024 0.50% 100.50 % 101.00 % 1,000,000 500,000 1,000,000 500,000 1,003,500 EUR 504,251 EUR 92.85% 92.85%
08/11/2024 0.50% 99.70 % 100.20 % 1,000,000 500,000 1,000,000 500,000 999,225 EUR 502,113 EUR 95.32% 95.32%
07/11/2024 0.50% 100.50 % 101.00 % 1,000,000 500,000 1,000,000 500,000 1,005,330 EUR 505,166 EUR 95.54% 95.54%

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