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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 | 0.80% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,821 EUR | 499,821 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,964 EUR | 501,964 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,225 EUR | 503,225 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,661 EUR | 502,661 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.50 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,882 EUR | 501,882 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,993 EUR | 502,993 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,884 EUR | 496,884 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,392 EUR | 497,392 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,354 EUR | 493,354 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.81% | 98.40 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,027 EUR | 495,027 EUR | 99.23% | 99.23% |
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