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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% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,873 EUR | 494,936 EUR | 96.65% | 96.65% |
| 19/11/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,778 EUR | 492,389 EUR | 98.06% | 98.06% |
| 18/11/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 983,467 EUR | 494,233 EUR | 97.70% | 97.70% |
| 15/11/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,565 EUR | 492,282 EUR | 99.25% | 99.25% |
| 14/11/2024 | 0.51% | 97.95 % | 98.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 976,758 EUR | 490,879 EUR | 98.43% | 98.43% |
| 13/11/2024 | 0.51% | 97.25 % | 97.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 979,667 EUR | 492,334 EUR | 99.12% | 99.12% |
| 12/11/2024 | 0.51% | 98.25 % | 98.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 985,979 EUR | 495,490 EUR | 99.10% | 99.10% |
| 11/11/2024 | 0.51% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,428 EUR | 496,214 EUR | 98.84% | 98.84% |
| 08/11/2024 | 0.51% | 98.45 % | 98.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,045 EUR | 496,022 EUR | 99.16% | 99.16% |
| 07/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,557 EUR | 497,278 EUR | 98.91% | 98.91% |
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