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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 | 0.50% | 78.55 % | 78.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 793,902 EUR | 398,951 EUR | 96.31% | 96.31% |
| 19/11/2024 | 0.50% | 78.30 % | 78.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 794,026 EUR | 399,013 EUR | 88.67% | 88.67% |
| 18/11/2024 | 0.51% | 77.85 % | 78.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 788,239 EUR | 396,120 EUR | 37.16% | 37.16% |
| 15/11/2024 | 0.48% | 82.55 % | 82.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 830,430 EUR | 417,215 EUR | 97.53% | 97.53% |
| 14/11/2024 | 0.49% | 85.80 % | 86.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 825,762 EUR | 414,903 EUR | 0.50% | 0.50% |
| 13/11/2024 | 0.50% | 79.30 % | 79.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 795,277 EUR | 399,639 EUR | 97.24% | 97.24% |
| 12/11/2024 | 0.49% | 80.60 % | 81.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 812,937 EUR | 408,469 EUR | 98.57% | 98.57% |
| 11/11/2024 | 0.49% | 80.55 % | 80.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 808,313 EUR | 406,157 EUR | 99.34% | 99.34% |
| 08/11/2024 | 0.50% | 78.90 % | 79.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 791,963 EUR | 397,982 EUR | 99.38% | 99.38% |
| 07/11/2024 | 0.51% | 79.20 % | 79.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 787,514 EUR | 395,757 EUR | 89.11% | 89.11% |
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