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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 | 0.86% | 92.90 % | 93.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 232,780 EUR | 234,780 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.86% | 92.80 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 231,273 EUR | 233,273 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 91.80 % | 92.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 229,197 EUR | 231,697 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.07% | 92.60 % | 93.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 233,009 EUR | 235,509 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.84% | 94.80 % | 95.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 236,410 EUR | 238,410 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.83% | 96.50 % | 97.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,530 EUR | 242,530 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 96.80 % | 97.80 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,672 EUR | 245,172 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 97.00 % | 98.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 242,091 EUR | 244,591 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.83% | 96.10 % | 96.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 240,052 EUR | 242,052 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.83% | 95.80 % | 96.60 % | 250,000 | 250,000 | 250,000 | 250,000 | 239,079 EUR | 241,079 EUR | 99.23% | 99.23% |
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