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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 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,115 EUR | 503,115 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,791 EUR | 501,791 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,120 EUR | 504,120 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,466 EUR | 503,466 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,790 EUR | 502,790 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,950 EUR | 502,950 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,760 EUR | 500,760 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,367 EUR | 503,367 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.90 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,818 EUR | 503,818 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,295 EUR | 502,295 EUR | 99.23% | 99.23% |
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