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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 | 0.84% | 94.40 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,252 EUR | 477,252 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,238 EUR | 477,238 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,823 EUR | 483,823 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,070 EUR | 486,070 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,302 EUR | 487,302 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,804 EUR | 484,804 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,981 EUR | 494,981 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,512 EUR | 487,512 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.84% | 94.80 % | 95.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,344 EUR | 478,344 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,223 EUR | 480,223 EUR | 99.23% | 99.23% |
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