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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% | 79.65 % | 80.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 796,788 EUR | 400,394 EUR | 97.23% | 97.23% |
| 19/11/2024 | 0.50% | 78.80 % | 79.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 790,621 EUR | 397,311 EUR | 98.00% | 98.00% |
| 18/11/2024 | 0.50% | 79.85 % | 80.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 799,685 EUR | 401,843 EUR | 99.37% | 99.37% |
| 15/11/2024 | 0.50% | 80.30 % | 80.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 804,434 EUR | 404,217 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.50% | 80.10 % | 80.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 796,527 EUR | 400,263 EUR | 98.89% | 98.89% |
| 13/11/2024 | 0.51% | 79.00 % | 79.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 789,204 EUR | 396,602 EUR | 99.37% | 99.37% |
| 12/11/2024 | 0.49% | 78.90 % | 79.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 807,274 EUR | 405,637 EUR | 89.65% | 89.65% |
| 11/11/2024 | 0.47% | 83.40 % | 83.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 840,704 EUR | 422,352 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.48% | 83.05 % | 83.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 837,101 EUR | 420,573 EUR | 99.38% | 99.38% |
| 07/11/2024 | 0.52% | 87.10 % | 87.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 860,456 EUR | 432,450 EUR | 98.97% | 98.97% |
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