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 0.55% 53.06 EUR 53.34 EUR 4,700 4,700 4,611 4,611 246,840 EUR 248,165 EUR 100.00% 100.00%
19/11/2024 0.55% 53.26 EUR 53.54 EUR 4,700 4,700 4,626 4,626 247,422 EUR 248,752 EUR 100.00% 100.00%
18/11/2024 0.55% 54.06 EUR 54.34 EUR 4,600 4,600 4,555 4,555 245,097 EUR 246,407 EUR 100.00% 100.00%
15/11/2024 0.54% 53.86 EUR 54.14 EUR 4,600 4,600 4,476 4,476 243,110 EUR 244,396 EUR 100.00% 100.00%
14/11/2024 0.55% 54.26 EUR 54.54 EUR 4,500 4,500 4,549 4,549 244,281 EUR 245,589 EUR 100.00% 100.00%
13/11/2024 0.55% 53.46 EUR 53.74 EUR 4,600 4,600 4,571 4,571 244,948 EUR 246,262 EUR 100.00% 100.00%
12/11/2024 0.55% 53.26 EUR 53.54 EUR 4,700 4,700 4,493 4,493 241,971 EUR 243,263 EUR 100.00% 100.00%
11/11/2024 0.54% 54.86 EUR 55.14 EUR 4,500 4,500 4,457 4,457 243,792 EUR 245,074 EUR 100.00% 100.00%
08/11/2024 0.55% 53.66 EUR 53.94 EUR 4,600 4,600 4,551 4,551 244,162 EUR 245,470 EUR 100.00% 100.00%
07/11/2024 0.53% 55.26 EUR 55.54 EUR 4,400 4,400 4,347 4,347 241,743 EUR 242,993 EUR 99.45% 99.45%

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