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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 | 0.50% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,334 EUR | 497,167 EUR | 95.57% | 95.57% |
| 19/11/2024 | 0.50% | 98.95 % | 99.45 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,889 EUR | 496,944 EUR | 97.18% | 97.18% |
| 18/11/2024 | 0.50% | 99.35 % | 99.85 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 994,789 EUR | 499,894 EUR | 95.71% | 95.71% |
| 15/11/2024 | 0.50% | 99.10 % | 99.60 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,657 EUR | 498,329 EUR | 93.45% | 93.45% |
| 14/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,442 EUR | 496,721 EUR | 97.02% | 97.02% |
| 13/11/2024 | 0.50% | 98.50 % | 99.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,904 EUR | 496,952 EUR | 96.64% | 96.64% |
| 12/11/2024 | 0.50% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,421 EUR | 499,210 EUR | 92.47% | 92.47% |
| 11/11/2024 | 0.50% | 99.80 % | 100.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 995,737 EUR | 500,368 EUR | 94.73% | 94.73% |
| 08/11/2024 | 0.50% | 99.00 % | 99.50 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 991,583 EUR | 498,292 EUR | 98.13% | 98.13% |
| 07/11/2024 | 0.50% | 99.50 % | 100.00 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 993,272 EUR | 499,136 EUR | 98.03% | 98.03% |
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