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 0.49% 101.80 % 102.30 % 1,000,000 500,000 1,000,000 500,000 1,018,000 EUR 511,502 EUR 96.65% 96.65%
19/11/2024 0.49% 101.80 % 102.30 % 1,000,000 500,000 1,000,000 500,000 1,012,700 EUR 508,851 EUR 82.22% 82.22%
18/11/2024 0.50% 99.35 % 99.85 % 1,000,000 500,000 1,000,000 500,000 990,666 EUR 497,833 EUR 98.70% 98.70%
15/11/2024 0.51% 98.50 % 99.00 % 1,000,000 500,000 1,000,000 500,000 984,643 EUR 494,822 EUR 98.93% 98.93%
14/11/2024 0.51% 97.60 % 98.10 % 1,000,000 500,000 1,000,000 500,000 974,016 EUR 489,508 EUR 98.94% 98.94%
13/11/2024 0.51% 97.85 % 98.35 % 1,000,000 500,000 1,000,000 500,000 979,986 EUR 492,493 EUR 98.87% 98.87%
12/11/2024 0.51% 97.80 % 98.30 % 1,000,000 500,000 1,000,000 500,000 980,332 EUR 492,666 EUR 98.95% 98.95%
11/11/2024 0.51% 98.05 % 98.55 % 1,000,000 500,000 1,000,000 500,000 982,257 EUR 493,628 EUR 98.89% 98.89%
08/11/2024 0.51% 98.35 % 98.85 % 1,000,000 500,000 1,000,000 500,000 984,305 EUR 494,653 EUR 98.92% 98.92%
07/11/2024 0.50% 99.10 % 99.60 % 1,000,000 500,000 1,000,000 500,000 992,636 EUR 498,818 EUR 96.16% 96.16%

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