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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 | 0.81% | 99.20 % | 100.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,375 EUR | 501,424 EUR | 97.94% | 97.94% |
| 19/11/2024 | 0.81% | 99.50 % | 100.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,424 EUR | 501,474 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 99.80 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,359 EUR | 502,409 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 99.90 % | 100.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,386 EUR | 503,434 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.80 % | 100.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,501 EUR | 501,551 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 98.60 % | 99.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,194 EUR | 497,244 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.82% | 98.40 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,465 EUR | 498,515 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,586 EUR | 501,586 EUR | 99.92% | 99.92% |
| 08/11/2024 | 1.01% | 98.70 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,611 EUR | 499,611 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 99.40 % | 100.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,163 EUR | 501,213 EUR | 99.23% | 99.23% |
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