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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 | 0.69% | 101.34 % | 102.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,106 EUR | 255,856 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.69% | 102.10 % | 102.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,171 EUR | 255,921 EUR | 89.40% | 89.40% |
| 18/11/2024 | 0.68% | 100.99 % | 101.69 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,933 EUR | 257,683 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.68% | 101.67 % | 102.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 255,750 EUR | 257,500 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.68% | 102.43 % | 103.13 % | 250,000 | 250,000 | 250,000 | 250,000 | 256,788 EUR | 258,538 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.68% | 102.87 % | 103.57 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,586 EUR | 259,336 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 103.07 % | 103.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,667 EUR | 259,417 EUR | 98.71% | 98.71% |
| 11/11/2024 | 0.68% | 102.92 % | 103.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 257,839 EUR | 259,589 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.69% | 101.92 % | 102.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,276 EUR | 256,026 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.68% | 102.25 % | 102.95 % | 250,000 | 250,000 | 250,000 | 250,000 | 254,756 EUR | 256,506 EUR | 100.00% | 100.00% |
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