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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 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,184 EUR | 505,184 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,871 EUR | 502,871 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,170 EUR | 505,170 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,611 EUR | 504,611 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,619 EUR | 502,619 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,304 EUR | 502,304 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,925 EUR | 501,925 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.40 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,953 EUR | 506,953 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,883 EUR | 503,883 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,382 EUR | 505,382 EUR | 99.23% | 99.23% |
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