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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 0.49% | 100.95 % | 101.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,940 EUR | 506,970 EUR | 99.38% | 99.38% |
| 20/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,480 EUR | 506,740 EUR | 97.26% | 97.26% |
| 19/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,230 EUR | 506,613 EUR | 99.36% | 99.36% |
| 18/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,340 EUR | 506,668 EUR | 99.37% | 99.37% |
| 15/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,630 EUR | 507,315 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,330 EUR | 507,167 EUR | 99.38% | 99.38% |
| 13/11/2024 | 0.49% | 100.80 % | 101.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,008,630 EUR | 506,814 EUR | 99.37% | 99.37% |
| 12/11/2024 | 0.49% | 100.85 % | 101.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,410 EUR | 507,203 EUR | 99.38% | 99.38% |
| 11/11/2024 | 0.49% | 101.00 % | 101.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,970 EUR | 507,487 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.49% | 100.90 % | 101.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,009,260 EUR | 507,130 EUR | 99.38% | 99.38% |
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