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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 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,241 EUR | 506,241 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,410 EUR | 507,410 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,426 EUR | 505,426 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,225 EUR | 504,225 EUR | 97.21% | 97.21% |
| 14/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,023 EUR | 502,023 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.01% | 98.80 % | 99.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,214 EUR | 499,214 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,743 EUR | 500,743 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,122 EUR | 506,122 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,937 EUR | 506,937 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,593 EUR | 505,593 EUR | 99.23% | 99.23% |
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