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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 | 0.67% | 103.69 % | 104.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,619 EUR | 156,669 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.67% | 103.55 % | 104.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,263 EUR | 156,313 EUR | 89.38% | 89.38% |
| 18/11/2024 | 0.67% | 103.68 % | 104.38 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,444 EUR | 156,494 EUR | 99.68% | 99.68% |
| 15/11/2024 | 0.67% | 104.02 % | 104.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 156,107 EUR | 157,157 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.67% | 104.17 % | 104.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,805 EUR | 156,855 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.67% | 103.53 % | 104.23 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,093 EUR | 156,143 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.67% | 103.47 % | 104.17 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,193 EUR | 156,243 EUR | 98.73% | 98.73% |
| 11/11/2024 | 0.67% | 103.61 % | 104.31 % | 150,000 | 150,000 | 150,000 | 150,000 | 155,041 EUR | 156,091 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 103.06 % | 103.76 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,570 EUR | 155,620 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.68% | 103.04 % | 103.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 154,572 EUR | 155,622 EUR | 100.00% | 100.00% |
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