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 0.50% 100.75 % 101.25 % 1,000,000 500,000 1,000,000 500,000 1,007,280 EUR 506,142 EUR 82.52% 82.52%
19/11/2024 0.50% 100.70 % 101.20 % 1,000,000 500,000 1,000,000 500,000 1,007,460 EUR 506,231 EUR 88.80% 88.80%
18/11/2024 0.49% 100.75 % 101.25 % 1,000,000 500,000 1,000,000 500,000 1,007,810 EUR 506,407 EUR 89.94% 89.94%
15/11/2024 0.50% 100.70 % 101.20 % 1,000,000 500,000 1,000,000 500,000 1,007,070 EUR 506,034 EUR 85.04% 85.04%
14/11/2024 0.50% 100.65 % 101.15 % 1,000,000 500,000 1,000,000 500,000 1,006,620 EUR 505,808 EUR 89.31% 89.31%
13/11/2024 0.50% 100.60 % 101.10 % 1,000,000 500,000 1,000,000 500,000 1,006,030 EUR 505,517 EUR 96.77% 96.77%
12/11/2024 0.50% 100.60 % 101.10 % 1,000,000 500,000 1,000,000 500,000 1,005,270 EUR 505,134 EUR 94.24% 94.24%
11/11/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,002,740 EUR 503,870 EUR 92.84% 92.84%
08/11/2024 0.50% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,004,290 EUR 504,644 EUR 95.31% 95.31%
07/11/2024 0.50% 100.25 % 100.75 % 1,000,000 500,000 1,000,000 500,000 1,004,210 EUR 504,605 EUR 95.53% 95.53%

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