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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 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,339 EUR | 488,339 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,697 EUR | 486,697 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,388 EUR | 489,388 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,141 EUR | 490,141 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,610 EUR | 490,610 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 96.00 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,990 EUR | 484,990 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.83% | 95.20 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,015 EUR | 484,015 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.82% | 97.10 % | 97.90 % | 500,000 | 500,000 | 500,000 | 499,907 | 486,190 EUR | 490,098 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,316 EUR | 489,316 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,925 EUR | 493,925 EUR | 99.24% | 99.24% |
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