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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 | 0.82% | 96.20 % | 97.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,985 EUR | 486,985 EUR | 97.94% | 97.94% |
| 19/11/2024 | 0.82% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,455 EUR | 487,455 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,481 EUR | 486,481 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.02% | 97.30 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,846 EUR | 493,846 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,692 EUR | 497,692 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,840 EUR | 487,840 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,608 EUR | 491,608 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,773 EUR | 489,773 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.30 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,254 EUR | 486,254 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 96.50 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,497 EUR | 485,497 EUR | 99.23% | 99.23% |
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