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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.33% | 95.50 % | 95.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,232 EUR | 475,769 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 474,582 EUR | 476,119 EUR | 99.90% | 99.90% |
| 20/11/2024 | 0.33% | 96.40 % | 96.71 % | 500,000 | 500,000 | 494,976 | 494,976 | 478,218 EUR | 479,754 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,960 EUR | 479,497 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,454 EUR | 480,991 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 97.00 % | 97.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 480,670 EUR | 483,147 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,927 | 494,927 | 479,251 EUR | 480,788 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 476,305 EUR | 477,842 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 95.60 % | 95.91 % | 500,000 | 500,000 | 494,975 | 494,975 | 475,600 EUR | 477,137 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,795 EUR | 486,332 EUR | 100.00% | 100.00% |
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