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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 | 0.71% | 98.60 % | 99.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,033 EUR | 248,783 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.71% | 98.74 % | 99.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 246,675 EUR | 248,425 EUR | 89.40% | 89.40% |
| 18/11/2024 | 0.70% | 99.16 % | 99.86 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,899 EUR | 249,649 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.70% | 99.00 % | 99.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,867 EUR | 249,617 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.71% | 99.03 % | 99.73 % | 250,000 | 250,000 | 250,000 | 250,000 | 247,349 EUR | 249,099 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.71% | 98.71 % | 99.41 % | 250,000 | 250,000 | 250,000 | 249,854 | 246,923 EUR | 248,527 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.70% | 98.73 % | 99.43 % | 250,000 | 250,000 | 250,000 | 249,821 | 247,533 EUR | 249,105 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.69% | 101.59 % | 102.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,860 EUR | 255,610 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.34 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 253,149 EUR | 254,899 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.69% | 101.02 % | 101.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 252,511 EUR | 254,261 EUR | 100.00% | 100.00% |
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