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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% | 95.30 % | 96.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,439 EUR | 481,439 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.04% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,362 EUR | 484,362 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,701 EUR | 486,701 EUR | 99.93% | 99.93% |
| 15/11/2024 | 0.83% | 96.40 % | 97.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,834 EUR | 486,834 EUR | 99.23% | 99.23% |
| 14/11/2024 | 0.83% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,461 EUR | 486,461 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,113 EUR | 485,113 EUR | 99.89% | 99.89% |
| 12/11/2024 | 1.03% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,333 EUR | 486,333 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,404 EUR | 487,404 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,719 EUR | 484,719 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,902 EUR | 486,902 EUR | 99.23% | 99.23% |
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