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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 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,645 EUR | 499,645 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,881 EUR | 494,881 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,826 EUR | 505,826 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,052 EUR | 507,052 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,111 EUR | 506,111 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,283 EUR | 504,283 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,388 EUR | 505,388 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.80 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,036 EUR | 508,036 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,459 EUR | 505,459 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,791 EUR | 506,791 EUR | 100.00% | 100.00% |
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