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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 | 0.80% | 99.00 % | 99.80 % | 250,000 | 250,000 | 71,866 | 71,866 | 71,207 EUR | 71,782 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.00% | 99.60 % | 100.60 % | 250,000 | 250,000 | 75,331 | 75,331 | 74,990 EUR | 75,743 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.99% | 100.30 % | 101.30 % | 500,000 | 500,000 | 103,515 | 103,515 | 103,749 EUR | 104,785 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 100.80 % | 101.60 % | 250,000 | 250,000 | 74,806 | 74,806 | 75,424 EUR | 76,022 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 100.30 % | 101.10 % | 250,000 | 250,000 | 74,074 | 74,074 | 74,229 EUR | 74,821 EUR | 100.00% | 100.00% |
| 13/11/2024 | 3.40% | 99.00 % | 100.00 % | 250,000 | 250,000 | 73,954 | 73,954 | 73,205 EUR | 74,555 EUR | 100.00% | 100.00% |
| 12/11/2024 | 2.12% | 98.90 % | 99.90 % | 250,000 | 250,000 | 76,868 | 76,868 | 76,180 EUR | 77,296 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 147,561 | 147,561 | 147,528 EUR | 148,709 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 84,251 | 84,251 | 84,399 EUR | 85,073 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.99% | 100.70 % | 101.70 % | 250,000 | 250,000 | 121,512 | 121,512 | 122,442 EUR | 123,657 EUR | 99.23% | 99.23% |
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