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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 | 1.02% | 96.80 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,427 EUR | 490,427 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.02% | 97.40 % | 98.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,728 EUR | 491,728 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,660 EUR | 489,660 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,731 EUR | 490,731 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,056 EUR | 495,056 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,231 EUR | 492,231 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,443 EUR | 493,443 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,993 EUR | 500,993 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,660 EUR | 502,660 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,280 EUR | 506,280 EUR | 99.23% | 99.23% |
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