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% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,000,650 EUR 502,826 EUR 96.10% 96.10%
19/11/2024 0.50% 100.05 % 100.55 % 1,000,000 500,000 1,000,000 500,000 1,000,530 EUR 502,767 EUR 97.99% 97.99%
18/11/2024 0.50% 99.95 % 100.45 % 1,000,000 500,000 1,000,000 500,000 999,556 EUR 502,278 EUR 97.93% 97.93%
15/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 999,569 EUR 502,284 EUR 98.85% 98.85%
14/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,000,880 EUR 502,942 EUR 96.85% 96.85%
13/11/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 999,918 EUR 502,459 EUR 96.85% 96.85%
12/11/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 999,560 EUR 502,280 EUR 97.32% 97.32%
11/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 998,996 EUR 501,998 EUR 96.96% 96.96%
08/11/2024 0.50% 99.85 % 100.35 % 1,000,000 500,000 1,000,000 500,000 998,568 EUR 501,784 EUR 98.15% 98.15%
07/11/2024 0.50% 99.90 % 100.40 % 1,000,000 500,000 1,000,000 500,000 998,834 EUR 501,917 EUR 97.88% 97.88%

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