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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 | 0.86% | 94.60 % | 95.40 % | 500,000 | 500,000 | 494,905 | 494,905 | 470,139 EUR | 474,104 EUR | 98.68% | 98.68% |
| 19/11/2024 | 0.85% | 95.70 % | 96.50 % | 500,000 | 500,000 | 494,968 | 494,968 | 475,021 EUR | 478,986 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.84% | 96.60 % | 97.40 % | 500,000 | 500,000 | 494,971 | 494,971 | 479,330 EUR | 483,295 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 97.00 % | 98.00 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,884 EUR | 484,839 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 97.00 % | 97.80 % | 500,000 | 500,000 | 494,927 | 494,927 | 478,848 EUR | 482,813 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.85% | 96.20 % | 97.00 % | 500,000 | 500,000 | 494,970 | 494,970 | 477,073 EUR | 481,038 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.85% | 96.60 % | 97.40 % | 500,000 | 500,000 | 489,970 | 489,970 | 476,040 EUR | 479,970 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.84% | 97.30 % | 98.10 % | 500,000 | 500,000 | 494,938 | 494,938 | 481,572 EUR | 485,537 EUR | 99.32% | 99.32% |
| 08/11/2024 | 0.84% | 97.30 % | 98.10 % | 500,000 | 500,000 | 494,968 | 494,968 | 480,911 EUR | 484,876 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 98.40 % | 99.20 % | 500,000 | 500,000 | 494,899 | 494,899 | 484,707 EUR | 488,671 EUR | 98.61% | 98.61% |
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