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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 | 0.33% | 94.50 % | 94.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,464 EUR | 475,013 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 95.00 % | 95.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,380 EUR | 475,930 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 94.90 % | 95.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,847 EUR | 475,397 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 94.80 % | 95.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,298 EUR | 479,798 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 96.60 % | 96.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,135 EUR | 483,685 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.32% | 96.00 % | 96.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,384 EUR | 482,934 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 97.50 % | 97.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,632 EUR | 489,182 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 97.70 % | 98.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,369 EUR | 488,919 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 96.90 % | 97.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,451 EUR | 486,001 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 96.80 % | 97.11 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,924 EUR | 485,474 EUR | 99.24% | 99.24% |
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