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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 | 0.54% | 92.71 % | 93.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,418 EUR | 467,918 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.54% | 93.39 % | 93.89 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,043 EUR | 464,543 EUR | 89.38% | 89.38% |
| 18/11/2024 | 0.52% | 95.23 % | 95.73 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,612 EUR | 478,112 EUR | 99.68% | 99.68% |
| 15/11/2024 | 0.52% | 95.30 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,971 EUR | 480,471 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.52% | 95.89 % | 96.39 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,395 EUR | 478,895 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.53% | 93.47 % | 93.97 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,366 EUR | 470,866 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 94.05 % | 94.55 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,675 EUR | 476,175 EUR | 98.75% | 98.75% |
| 11/11/2024 | 0.52% | 95.73 % | 96.23 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,002 EUR | 477,502 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 93.94 % | 94.44 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,824 EUR | 474,324 EUR | 99.85% | 99.85% |
| 07/11/2024 | 0.51% | 97.04 % | 97.54 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,750 EUR | 487,250 EUR | 100.00% | 100.00% |
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