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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 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,875 EUR | 485,875 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,017 EUR | 485,017 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,392 EUR | 487,392 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,903 EUR | 487,903 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.83% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,478 EUR | 486,478 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 95.90 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,534 EUR | 485,534 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 96.60 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,517 EUR | 488,517 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.20 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,280 EUR | 489,280 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 96.70 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,311 EUR | 488,311 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.70 % | 98.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,533 EUR | 492,533 EUR | 99.24% | 99.24% |
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