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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 | 0.86% | 92.70 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,519 EUR | 469,519 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.85% | 93.60 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,913 EUR | 471,913 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.85% | 94.20 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,645 EUR | 474,645 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,662 EUR | 477,662 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 94.30 % | 95.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,625 EUR | 472,625 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.07% | 92.50 % | 93.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,923 EUR | 471,923 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.84% | 94.10 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,467 EUR | 477,467 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 95.10 % | 95.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,089 EUR | 478,089 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 94.00 % | 95.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,476 EUR | 476,476 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.04% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,715 EUR | 484,715 EUR | 99.24% | 99.24% |
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