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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 | 0.53% | 93.94 % | 94.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,200 EUR | 475,700 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.53% | 94.91 % | 95.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,624 EUR | 473,124 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.52% | 95.97 % | 96.47 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,764 EUR | 481,264 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.52% | 95.52 % | 96.02 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,968 EUR | 480,468 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 95.55 % | 96.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,094 EUR | 477,594 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.53% | 93.44 % | 93.94 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,247 EUR | 471,747 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.52% | 94.55 % | 95.05 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,773 EUR | 479,273 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.52% | 96.14 % | 96.64 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,032 EUR | 480,532 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.52% | 94.74 % | 95.24 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,540 EUR | 478,040 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.52% | 96.69 % | 97.19 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,220 EUR | 483,720 EUR | 100.00% | 100.00% |
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