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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 | 0.75% | 99.16 % | 99.91 % | 201,000 | 200,000 | 201,016 | 199,889 | 199,354 EUR | 199,736 EUR | 99.99% | 99.99% |
| 19/11/2024 | 0.75% | 99.17 % | 99.92 % | 201,000 | 200,000 | 200,987 | 199,587 | 199,410 EUR | 199,517 EUR | 99.98% | 99.98% |
| 18/11/2024 | 0.75% | 99.37 % | 100.12 % | 201,000 | 199,000 | 200,965 | 199,156 | 199,647 EUR | 199,344 EUR | 99.96% | 99.96% |
| 15/11/2024 | 0.75% | 99.30 % | 100.05 % | 201,000 | 199,000 | 200,884 | 199,000 | 199,786 EUR | 199,405 EUR | 99.99% | 99.99% |
| 14/11/2024 | 0.75% | 99.30 % | 100.05 % | 201,000 | 199,000 | 200,976 | 199,000 | 199,770 EUR | 199,298 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.75% | 99.37 % | 100.12 % | 201,000 | 199,000 | 201,000 | 199,112 | 199,621 EUR | 199,239 EUR | 99.99% | 99.99% |
| 12/11/2024 | 0.75% | 99.25 % | 100.00 % | 201,000 | 200,000 | 201,000 | 199,104 | 199,722 EUR | 199,331 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.75% | 99.49 % | 100.24 % | 201,000 | 199,000 | 200,671 | 199,000 | 199,620 EUR | 199,451 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.75% | 99.41 % | 100.16 % | 201,000 | 199,000 | 201,000 | 199,099 | 199,734 EUR | 199,338 EUR | 99.98% | 99.98% |
| 07/11/2024 | 0.75% | 99.15 % | 99.90 % | 201,000 | 200,000 | 201,000 | 199,947 | 199,352 EUR | 199,807 EUR | 100.00% | 100.00% |
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