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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 | 944,884 EUR | 474,942 EUR | 96.47% | 96.47% |
| 19/11/2024 | 0.53% | 94.00 % | 94.50 % | 1,000,000 | 500,000 | 1,000,000 | 499,957 | 948,165 EUR | 476,542 EUR | 93.09% | 93.09% |
| 18/11/2024 | 0.52% | 96.05 % | 96.55 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 963,138 EUR | 484,069 EUR | 98.89% | 98.89% |
| 15/11/2024 | 0.52% | 96.30 % | 96.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 959,477 EUR | 482,239 EUR | 98.66% | 98.66% |
| 14/11/2024 | 0.52% | 95.65 % | 96.15 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 952,458 EUR | 478,729 EUR | 98.41% | 98.41% |
| 13/11/2024 | 0.52% | 94.35 % | 94.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 954,983 EUR | 479,991 EUR | 98.93% | 98.93% |
| 12/11/2024 | 0.51% | 96.10 % | 96.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 969,103 EUR | 487,051 EUR | 98.57% | 98.57% |
| 11/11/2024 | 0.51% | 98.30 % | 98.80 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,338 EUR | 494,669 EUR | 98.93% | 98.93% |
| 08/11/2024 | 0.51% | 97.90 % | 98.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 984,728 EUR | 494,864 EUR | 98.94% | 98.94% |
| 07/11/2024 | 0.50% | 99.55 % | 100.05 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,206 EUR | 499,103 EUR | 98.52% | 98.52% |
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