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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 | 0.78% | 102.30 % | 103.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,337 EUR | 516,337 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.78% | 102.20 % | 103.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,086 EUR | 515,086 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,123 EUR | 517,123 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,984 EUR | 517,984 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,713 EUR | 515,713 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,070 EUR | 515,070 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,616 EUR | 517,616 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 515,143 EUR | 519,143 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,784 EUR | 517,784 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 102.90 % | 103.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,784 EUR | 517,784 EUR | 99.24% | 99.24% |
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