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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 | 0.49% | 101.76 % | 102.26 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,060 EUR | 512,560 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.49% | 101.85 % | 102.35 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,649 EUR | 511,149 EUR | 89.37% | 89.37% |
| 18/11/2024 | 0.49% | 102.74 % | 103.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,100 EUR | 515,600 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.49% | 102.39 % | 102.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,345 EUR | 514,845 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.49% | 102.48 % | 102.98 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,121 EUR | 513,621 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.49% | 101.86 % | 102.36 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,110 EUR | 512,610 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.49% | 101.88 % | 102.38 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,362 EUR | 513,862 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.49% | 102.44 % | 102.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,643 EUR | 514,143 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.49% | 101.89 % | 102.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,097 EUR | 511,597 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.49% | 101.84 % | 102.34 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,808 EUR | 512,308 EUR | 100.00% | 100.00% |
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