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% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,002,510 EUR 503,753 EUR 96.54% 96.54%
19/11/2024 0.50% 99.80 % 100.30 % 1,000,000 500,000 1,000,000 500,000 998,356 EUR 501,678 EUR 98.91% 98.91%
18/11/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 1,000,420 EUR 502,712 EUR 98.95% 98.95%
15/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,000,420 EUR 502,708 EUR 98.33% 98.33%
14/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 998,367 EUR 501,683 EUR 98.43% 98.43%
13/11/2024 0.50% 99.80 % 100.30 % 1,000,000 500,000 1,000,000 500,000 997,777 EUR 501,389 EUR 98.88% 98.88%
12/11/2024 0.50% 99.60 % 100.10 % 1,000,000 500,000 1,000,000 500,000 1,000,360 EUR 502,682 EUR 98.93% 98.93%
11/11/2024 0.50% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,005,260 EUR 505,131 EUR 98.91% 98.91%
08/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 999,980 EUR 502,490 EUR 98.86% 98.86%
07/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 998,790 EUR 501,895 EUR 98.55% 98.55%

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