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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% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,301 EUR | 502,301 EUR | 98.59% | 98.59% |
| 19/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,416 EUR | 500,416 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,386 EUR | 504,386 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,439 EUR | 507,439 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,726 EUR | 508,726 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 101.40 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,733 EUR | 510,733 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,985 EUR | 505,985 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,756 EUR | 513,756 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,107 EUR | 510,107 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,827 EUR | 512,827 EUR | 100.00% | 100.00% |
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