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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% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,826 EUR | 492,826 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,128 EUR | 493,128 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,733 EUR | 495,733 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.50 % | 99.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,923 EUR | 495,923 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,314 EUR | 495,314 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,815 EUR | 493,815 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 97.50 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,021 EUR | 492,021 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,311 EUR | 495,311 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,032 EUR | 494,032 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,073 EUR | 491,073 EUR | 100.00% | 100.00% |
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