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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 14/11/2024 | 0.48% | 104.50 % | 105.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,044,120 EUR | 524,560 EUR | 98.87% | 98.87% |
| 13/11/2024 | 0.48% | 104.45 % | 104.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,044,140 EUR | 524,572 EUR | 98.95% | 98.95% |
| 12/11/2024 | 0.48% | 104.45 % | 104.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,046,010 EUR | 525,509 EUR | 98.88% | 98.88% |
| 11/11/2024 | 0.52% | 104.75 % | 105.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,048,080 EUR | 526,784 EUR | 98.72% | 98.72% |
| 08/11/2024 | 0.48% | 104.65 % | 105.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,046,470 EUR | 525,742 EUR | 98.67% | 98.67% |
| 07/11/2024 | 0.48% | 104.65 % | 105.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,046,340 EUR | 525,692 EUR | 98.36% | 98.36% |
| 06/11/2024 | 0.50% | 104.65 % | 105.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,048,170 EUR | 526,708 EUR | 98.90% | 98.90% |
| 05/11/2024 | 0.48% | 104.60 % | 105.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,046,000 EUR | 525,500 EUR | 100.00% | 100.00% |
| 04/11/2024 | 0.48% | 104.70 % | 105.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,045,810 EUR | 525,405 EUR | 96.75% | 96.75% |
| 01/11/2024 | 0.48% | 104.75 % | 105.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,045,960 EUR | 525,487 EUR | 98.80% | 98.80% |
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