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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 | 0.98% | 80.60 % | 81.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 405,056 EUR | 409,056 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.99% | 80.40 % | 81.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 401,627 EUR | 405,627 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.20% | 82.30 % | 83.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 414,716 EUR | 419,716 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 84.80 % | 85.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 429,837 EUR | 434,837 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.91% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 437,357 EUR | 441,357 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.92% | 85.40 % | 86.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,706 EUR | 438,706 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.10% | 89.50 % | 90.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,486 EUR | 456,486 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.12% | 88.80 % | 89.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,920 EUR | 448,920 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.92% | 86.90 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 435,101 EUR | 439,101 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.90% | 87.90 % | 88.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,859 EUR | 445,859 EUR | 99.23% | 99.23% |
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