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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 | 0.53% | 94.35 % | 94.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 946,125 EUR | 475,562 EUR | 97.31% | 97.31% |
| 19/11/2024 | 0.53% | 94.40 % | 94.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,524 EUR | 475,262 EUR | 98.49% | 98.49% |
| 18/11/2024 | 0.53% | 93.70 % | 94.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 940,673 EUR | 472,836 EUR | 99.21% | 99.21% |
| 15/11/2024 | 0.52% | 96.25 % | 96.75 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 965,195 EUR | 485,097 EUR | 97.54% | 97.54% |
| 14/11/2024 | 0.51% | 97.75 % | 98.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 975,073 EUR | 490,036 EUR | 99.37% | 99.37% |
| 13/11/2024 | 0.53% | 94.50 % | 95.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 948,243 EUR | 476,621 EUR | 99.38% | 99.38% |
| 12/11/2024 | 0.52% | 95.45 % | 95.95 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 958,092 EUR | 481,546 EUR | 99.38% | 99.38% |
| 11/11/2024 | 0.52% | 95.55 % | 96.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 957,470 EUR | 481,235 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.53% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 947,959 EUR | 476,479 EUR | 99.38% | 99.38% |
| 07/11/2024 | 0.53% | 94.75 % | 95.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 945,470 EUR | 475,235 EUR | 98.97% | 98.97% |
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