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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 | 1.00% | 98.90 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,527 EUR | 250,027 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,239 EUR | 249,239 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,733 EUR | 249,733 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,758 EUR | 249,758 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,066 EUR | 249,066 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 98.70 % | 99.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,823 EUR | 248,823 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 98.80 % | 99.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,620 EUR | 249,620 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.20 % | 100.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 248,109 EUR | 250,109 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,536 EUR | 249,536 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.10 % | 99.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,840 EUR | 249,840 EUR | 99.76% | 99.76% |
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