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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 | 1.72% | 28.38 % | 28.88 % | 250,000 | 250,000 | 250,000 | 250,000 | 72,218 EUR | 73,468 EUR | 99.97% | 99.97% |
| 19/11/2024 | 1.67% | 29.61 % | 30.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 74,383 EUR | 75,633 EUR | 99.80% | 99.80% |
| 18/11/2024 | 1.58% | 31.20 % | 31.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 78,589 EUR | 79,839 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.57% | 31.53 % | 32.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 79,001 EUR | 80,251 EUR | 99.98% | 99.98% |
| 14/11/2024 | 1.57% | 31.61 % | 32.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 79,137 EUR | 80,387 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.58% | 31.22 % | 31.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 78,556 EUR | 79,806 EUR | 99.66% | 99.66% |
| 12/11/2024 | 1.55% | 31.59 % | 32.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 80,132 EUR | 81,382 EUR | 99.98% | 99.98% |
| 11/11/2024 | 1.50% | 33.20 % | 33.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 82,516 EUR | 83,766 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.54% | 32.27 % | 32.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 80,532 EUR | 81,782 EUR | 99.94% | 99.94% |
| 07/11/2024 | 1.54% | 32.98 % | 33.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 80,698 EUR | 81,948 EUR | 99.95% | 99.95% |
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