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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 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,700 EUR | 512,850 EUR | 96.31% | 96.31% |
| 19/11/2024 | 0.49% | 101.95 % | 102.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,340 EUR | 511,668 EUR | 98.07% | 98.07% |
| 18/11/2024 | 0.49% | 102.10 % | 102.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,021,510 EUR | 513,256 EUR | 92.84% | 92.84% |
| 15/11/2024 | 0.49% | 102.10 % | 102.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,140 EUR | 512,572 EUR | 96.38% | 96.38% |
| 14/11/2024 | 0.49% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,820 EUR | 510,908 EUR | 97.52% | 97.52% |
| 13/11/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,019,960 EUR | 512,480 EUR | 98.73% | 98.73% |
| 12/11/2024 | 0.49% | 102.05 % | 102.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,690 EUR | 512,847 EUR | 96.49% | 96.49% |
| 11/11/2024 | 0.49% | 102.20 % | 102.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,830 EUR | 512,913 EUR | 98.56% | 98.56% |
| 08/11/2024 | 0.49% | 102.05 % | 102.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,018,750 EUR | 511,877 EUR | 97.12% | 97.12% |
| 07/11/2024 | 0.49% | 101.85 % | 102.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,490 EUR | 510,745 EUR | 98.39% | 98.39% |
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