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 0.34% 93.40 % 93.71 % 500,000 500,000 494,940 494,940 462,417 EUR 463,953 EUR 99.37% 99.37%
19/11/2024 0.58% 92.80 % 93.11 % 500,000 500,000 441,069 441,069 407,653 EUR 409,561 EUR 99.31% 99.31%
18/11/2024 0.34% 94.20 % 94.51 % 500,000 500,000 494,970 494,970 466,760 EUR 468,297 EUR 100.00% 100.00%
15/11/2024 0.54% 94.70 % 95.20 % 500,000 500,000 494,969 494,969 468,554 EUR 471,032 EUR 100.00% 100.00%
14/11/2024 0.34% 95.80 % 96.11 % 500,000 500,000 494,927 494,927 470,534 EUR 472,071 EUR 99.10% 99.10%
13/11/2024 0.49% 93.40 % 93.71 % 500,000 500,000 429,260 429,260 403,438 EUR 404,841 EUR 100.00% 100.00%
12/11/2024 0.60% 96.40 % 96.71 % 500,000 500,000 364,116 364,116 351,595 EUR 353,384 EUR 98.38% 98.38%
11/11/2024 0.34% 93.40 % 93.71 % 500,000 500,000 494,937 494,937 464,133 EUR 465,670 EUR 99.36% 99.36%
08/11/2024 0.35% 91.60 % 91.91 % 500,000 500,000 494,970 494,970 453,073 EUR 454,610 EUR 100.00% 100.00%
07/11/2024 0.35% 91.50 % 91.81 % 500,000 500,000 494,931 494,931 454,765 EUR 456,302 EUR 99.23% 99.23%

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