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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 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,020 EUR | 496,020 EUR | 97.94% | 97.94% |
| 19/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,395 EUR | 496,395 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,369 EUR | 498,369 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,767 EUR | 497,767 EUR | 98.43% | 98.43% |
| 14/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,250 EUR | 495,250 EUR | 99.72% | 99.72% |
| 13/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,770 EUR | 488,770 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,886 EUR | 490,886 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 97.50 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,724 EUR | 493,724 EUR | 99.92% | 99.92% |
| 08/11/2024 | 0.81% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,598 EUR | 493,598 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,249 EUR | 496,249 EUR | 98.70% | 98.70% |
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