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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 | 0.51% | 87.65 % | 88.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 880,400 EUR | 442,450 EUR | 96.84% | 96.84% |
| 19/11/2024 | 0.51% | 87.65 % | 88.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 876,242 EUR | 440,371 EUR | 82.16% | 82.16% |
| 18/11/2024 | 0.51% | 88.70 % | 89.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 887,995 EUR | 446,247 EUR | 99.16% | 99.16% |
| 15/11/2024 | 0.51% | 88.05 % | 88.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 883,238 EUR | 443,869 EUR | 99.01% | 99.01% |
| 14/11/2024 | 0.51% | 88.70 % | 89.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 881,653 EUR | 443,076 EUR | 99.37% | 99.37% |
| 13/11/2024 | 0.52% | 86.50 % | 86.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 868,385 EUR | 436,442 EUR | 98.50% | 98.50% |
| 12/11/2024 | 0.51% | 87.55 % | 88.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 880,951 EUR | 442,725 EUR | 99.38% | 99.38% |
| 11/11/2024 | 0.51% | 88.20 % | 88.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 878,944 EUR | 441,722 EUR | 99.13% | 99.13% |
| 08/11/2024 | 0.51% | 87.05 % | 87.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 872,243 EUR | 438,372 EUR | 99.35% | 99.35% |
| 07/11/2024 | 0.52% | 87.20 % | 87.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 861,405 EUR | 432,953 EUR | 83.09% | 83.09% |
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