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 0.63% 97.10 % 97.70 % 500,000 500,000 494,972 494,972 480,595 EUR 483,569 EUR 100.00% 100.00%
19/11/2024 0.98% 97.40 % 98.00 % 500,000 500,000 441,069 441,069 428,777 EUR 432,289 EUR 99.31% 99.31%
18/11/2024 0.63% 97.60 % 98.20 % 500,000 500,000 494,970 494,970 483,371 EUR 486,345 EUR 100.00% 100.00%
15/11/2024 0.83% 97.80 % 98.60 % 500,000 500,000 494,969 494,969 484,273 EUR 488,237 EUR 100.00% 100.00%
14/11/2024 0.63% 98.60 % 99.20 % 500,000 500,000 494,927 494,927 485,911 EUR 488,884 EUR 99.10% 99.10%
13/11/2024 0.78% 97.20 % 97.80 % 500,000 500,000 429,260 429,260 417,882 EUR 420,534 EUR 100.00% 100.00%
12/11/2024 1.04% 98.10 % 98.70 % 500,000 500,000 364,116 364,116 357,667 EUR 360,905 EUR 98.38% 98.38%
11/11/2024 0.63% 97.30 % 97.90 % 500,000 500,000 494,937 494,937 481,922 EUR 484,896 EUR 99.36% 99.36%
08/11/2024 0.64% 96.30 % 96.90 % 500,000 500,000 494,970 494,970 476,621 EUR 479,595 EUR 100.00% 100.00%
07/11/2024 0.64% 96.30 % 96.90 % 500,000 500,000 494,931 494,931 477,438 EUR 480,412 EUR 99.24% 99.24%

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