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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 | 0.49% | 101.90 % | 102.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,020,110 EUR | 512,554 EUR | 97.14% | 97.14% |
| 19/11/2024 | 0.49% | 101.60 % | 102.10 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,016,300 EUR | 510,652 EUR | 99.36% | 99.36% |
| 18/11/2024 | 0.49% | 102.35 % | 102.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,460 EUR | 514,729 EUR | 99.37% | 99.37% |
| 15/11/2024 | 0.49% | 102.40 % | 102.90 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,024,900 EUR | 514,949 EUR | 99.37% | 99.37% |
| 14/11/2024 | 0.49% | 102.50 % | 103.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,023,910 EUR | 514,455 EUR | 99.37% | 99.37% |
| 13/11/2024 | 0.49% | 102.15 % | 102.65 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,022,530 EUR | 513,765 EUR | 99.37% | 99.37% |
| 12/11/2024 | 0.49% | 102.00 % | 102.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,022,840 EUR | 513,920 EUR | 99.38% | 99.38% |
| 11/11/2024 | 0.49% | 102.30 % | 102.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,021,720 EUR | 513,359 EUR | 99.38% | 99.38% |
| 08/11/2024 | 0.49% | 101.90 % | 102.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,640 EUR | 511,322 EUR | 99.38% | 99.38% |
| 07/11/2024 | 0.49% | 101.80 % | 102.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 1,017,580 EUR | 511,292 EUR | 98.97% | 98.97% |
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