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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 | 0.59% | 83.80 % | 84.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 842,324 EUR | 423,662 EUR | 95.51% | 95.51% |
| 19/11/2024 | 0.60% | 83.90 % | 84.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 836,142 EUR | 420,571 EUR | 96.77% | 96.77% |
| 18/11/2024 | 0.59% | 83.75 % | 84.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 840,619 EUR | 422,810 EUR | 95.78% | 95.78% |
| 15/11/2024 | 0.60% | 83.60 % | 84.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 834,498 EUR | 419,749 EUR | 97.47% | 97.47% |
| 14/11/2024 | 0.61% | 82.60 % | 83.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 816,313 EUR | 410,657 EUR | 97.25% | 97.25% |
| 13/11/2024 | 0.62% | 80.35 % | 80.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 808,190 EUR | 406,595 EUR | 94.64% | 94.64% |
| 12/11/2024 | 0.60% | 82.20 % | 82.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 836,670 EUR | 420,835 EUR | 94.49% | 94.49% |
| 11/11/2024 | 0.60% | 83.55 % | 84.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 830,157 EUR | 417,579 EUR | 98.77% | 98.77% |
| 08/11/2024 | 0.60% | 82.35 % | 82.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 824,379 EUR | 414,689 EUR | 91.14% | 91.14% |
| 07/11/2024 | 0.58% | 85.65 % | 86.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 857,203 EUR | 431,102 EUR | 96.12% | 96.12% |
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