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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 | 1.53% | 99.90 % | 100.70 % | 500,000 | 500,000 | 143,728 | 143,728 | 143,625 EUR | 145,148 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.73% | 99.20 % | 100.20 % | 500,000 | 500,000 | 148,088 | 148,088 | 146,740 EUR | 148,587 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.72% | 99.80 % | 100.80 % | 500,000 | 500,000 | 148,152 | 148,152 | 147,843 EUR | 149,690 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.52% | 100.30 % | 101.10 % | 500,000 | 500,000 | 146,914 | 146,914 | 147,443 EUR | 148,971 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.51% | 100.50 % | 101.30 % | 250,000 | 250,000 | 79,363 | 79,363 | 79,709 EUR | 80,527 EUR | 99.75% | 99.75% |
| 13/11/2024 | 1.71% | 100.20 % | 101.20 % | 500,000 | 500,000 | 114,808 | 114,808 | 115,079 EUR | 116,594 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.72% | 99.50 % | 100.50 % | 250,000 | 250,000 | 147,966 | 147,966 | 147,587 EUR | 149,433 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.52% | 100.00 % | 100.80 % | 500,000 | 500,000 | 148,320 | 148,320 | 148,449 EUR | 150,002 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.53% | 99.00 % | 99.80 % | 500,000 | 500,000 | 148,221 | 148,221 | 146,936 EUR | 148,488 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.72% | 100.40 % | 101.40 % | 500,000 | 500,000 | 148,365 | 148,365 | 148,848 EUR | 150,695 EUR | 99.24% | 99.24% |
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