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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 | 0.78% | 101.60 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,573 EUR | 512,573 EUR | 97.65% | 97.65% |
| 19/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,359 EUR | 509,359 EUR | 99.81% | 99.81% |
| 18/11/2024 | 0.99% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,426 EUR | 509,426 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,734 EUR | 506,734 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,499 EUR | 508,499 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,092 EUR | 510,092 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,362 EUR | 513,362 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.98% | 101.40 % | 102.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,079 EUR | 511,079 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,239 EUR | 504,239 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,592 EUR | 504,592 EUR | 99.24% | 99.24% |
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