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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 | 516,985 EUR | 520,985 EUR | 98.59% | 98.59% |
| 19/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,819 EUR | 518,819 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.77% | 103.70 % | 104.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 518,190 EUR | 522,190 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.77% | 103.30 % | 104.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 516,167 EUR | 520,167 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 103.50 % | 104.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 517,509 EUR | 521,509 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,383 EUR | 517,383 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 102.10 % | 102.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 511,555 EUR | 515,555 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.78% | 101.70 % | 102.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,223 EUR | 512,223 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,683 EUR | 509,683 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.78% | 101.50 % | 102.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 507,890 EUR | 511,890 EUR | 100.00% | 100.00% |
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