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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 | 1.37% | 81.10 % | 82.31 % | 500,000 | 500,000 | 494,939 | 494,939 | 410,938 EUR | 416,478 EUR | 99.37% | 99.37% |
| 19/11/2024 | 1.32% | 83.70 % | 84.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 414,702 EUR | 420,102 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.29% | 83.70 % | 84.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 415,019 EUR | 420,286 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.23% | 83.60 % | 84.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 414,660 EUR | 419,666 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.27% | 84.70 % | 85.71 % | 500,000 | 500,000 | 494,821 | 494,821 | 412,562 EUR | 417,717 EUR | 97.13% | 97.13% |
| 13/11/2024 | 1.23% | 82.80 % | 83.91 % | 500,000 | 500,000 | 494,940 | 494,940 | 417,464 EUR | 422,530 EUR | 99.42% | 99.42% |
| 12/11/2024 | 0.38% | 86.90 % | 87.81 % | 500,000 | 500,000 | 494,574 | 494,574 | 446,580 EUR | 448,222 EUR | 97.52% | 97.52% |
| 11/11/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,411 EUR | 480,948 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 95.90 % | 96.21 % | 500,000 | 500,000 | 494,968 | 494,968 | 474,918 EUR | 476,455 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,931 | 494,931 | 477,524 EUR | 479,061 EUR | 99.23% | 99.23% |
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