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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 | 0.47% | 104.86 % | 105.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,626 EUR | 263,876 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.48% | 104.89 % | 105.39 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,782 EUR | 263,032 EUR | 89.38% | 89.38% |
| 18/11/2024 | 0.47% | 105.09 % | 105.59 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,586 EUR | 263,836 EUR | 99.68% | 99.68% |
| 15/11/2024 | 0.48% | 104.95 % | 105.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 262,373 EUR | 263,623 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.48% | 104.55 % | 105.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,789 EUR | 262,039 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.48% | 103.90 % | 104.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,124 EUR | 261,374 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.48% | 104.03 % | 104.53 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,943 EUR | 262,193 EUR | 98.75% | 98.75% |
| 11/11/2024 | 0.48% | 104.50 % | 105.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 261,423 EUR | 262,673 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.48% | 104.27 % | 104.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,959 EUR | 262,209 EUR | 99.85% | 99.85% |
| 07/11/2024 | 0.48% | 104.49 % | 104.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 260,516 EUR | 261,766 EUR | 100.00% | 100.00% |
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