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 0.50% 100.35 % 100.85 % 1,000,000 500,000 1,000,000 500,000 1,003,430 EUR 504,216 EUR 94.01% 94.01%
19/11/2024 0.50% 100.30 % 100.80 % 1,000,000 500,000 1,000,000 500,000 1,003,630 EUR 504,316 EUR 98.82% 98.82%
18/11/2024 0.50% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,004,500 EUR 504,750 EUR 97.26% 97.26%
15/11/2024 0.50% 100.45 % 100.95 % 1,000,000 500,000 1,000,000 500,000 1,004,500 EUR 504,751 EUR 97.72% 97.72%
14/11/2024 0.50% 100.35 % 100.85 % 1,000,000 500,000 1,000,000 500,000 1,003,160 EUR 504,078 EUR 98.65% 98.65%
13/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,001,200 EUR 503,101 EUR 98.89% 98.89%
12/11/2024 0.50% 99.95 % 100.45 % 1,000,000 500,000 1,000,000 500,000 1,000,150 EUR 502,576 EUR 97.67% 97.67%
11/11/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 1,000,550 EUR 502,776 EUR 98.84% 98.84%
08/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 998,975 EUR 501,987 EUR 98.88% 98.88%
07/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 998,639 EUR 501,819 EUR 96.13% 96.13%

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