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% 100.55 % 101.05 % 1,000,000 500,000 1,000,000 500,000 1,005,760 EUR 505,379 EUR 96.69% 96.69%
19/11/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,004,320 EUR 504,659 EUR 99.18% 99.18%
18/11/2024 0.49% 100.80 % 101.30 % 1,000,000 500,000 1,000,000 500,000 1,007,760 EUR 506,382 EUR 97.70% 97.70%
15/11/2024 0.50% 100.40 % 100.90 % 1,000,000 500,000 1,000,000 500,000 1,004,090 EUR 504,544 EUR 99.24% 99.24%
14/11/2024 0.50% 100.40 % 100.90 % 1,000,000 500,000 1,000,000 500,000 1,003,050 EUR 504,023 EUR 98.42% 98.42%
13/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,004,790 EUR 504,897 EUR 99.12% 99.12%
12/11/2024 0.50% 100.50 % 101.00 % 1,000,000 500,000 1,000,000 500,000 1,006,170 EUR 505,585 EUR 99.11% 99.11%
11/11/2024 0.50% 100.75 % 101.25 % 1,000,000 500,000 1,000,000 500,000 1,006,500 EUR 505,750 EUR 98.84% 98.84%
08/11/2024 0.50% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,006,060 EUR 505,530 EUR 99.17% 99.17%
07/11/2024 0.50% 100.70 % 101.20 % 1,000,000 500,000 1,000,000 500,000 1,007,550 EUR 506,275 EUR 98.91% 98.91%

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