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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 | 0.52% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,558 EUR | 479,779 EUR | 96.60% | 96.60% |
| 19/11/2024 | 0.52% | 94.70 % | 95.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,550 EUR | 478,775 EUR | 93.95% | 93.95% |
| 18/11/2024 | 0.52% | 95.80 % | 96.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,620 EUR | 481,810 EUR | 98.57% | 98.57% |
| 15/11/2024 | 0.52% | 95.75 % | 96.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,820 EUR | 481,910 EUR | 98.32% | 98.32% |
| 14/11/2024 | 0.53% | 95.15 % | 95.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,771 EUR | 475,886 EUR | 98.90% | 98.90% |
| 13/11/2024 | 0.53% | 93.80 % | 94.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 942,130 EUR | 473,565 EUR | 98.88% | 98.88% |
| 12/11/2024 | 0.52% | 95.05 % | 95.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,986 EUR | 482,493 EUR | 96.01% | 96.01% |
| 11/11/2024 | 0.52% | 96.50 % | 97.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,143 EUR | 485,071 EUR | 98.73% | 98.73% |
| 08/11/2024 | 0.52% | 96.20 % | 96.70 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 961,192 EUR | 483,096 EUR | 98.88% | 98.88% |
| 07/11/2024 | 0.52% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,653 EUR | 481,826 EUR | 96.12% | 96.12% |
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