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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 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,982 EUR | 520,982 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 498,368 | 498,368 | 515,152 EUR | 519,147 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.96% | 103.30 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,430 EUR | 521,430 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.96% | 103.20 % | 104.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,000 EUR | 521,000 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,477 EUR | 520,477 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 499,455 | 499,455 | 515,495 EUR | 519,493 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.97% | 103.30 % | 104.30 % | 500,000 | 500,000 | 498,303 | 498,303 | 514,743 EUR | 519,734 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.97% | 103.20 % | 104.20 % | 500,000 | 500,000 | 497,978 | 497,978 | 513,514 EUR | 518,503 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 499,927 | 499,927 | 513,486 EUR | 517,486 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.77% | 103.20 % | 104.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,078 EUR | 520,078 EUR | 99.23% | 99.23% |
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