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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 989,000 EUR | 497,000 EUR | 97.08% | 97.08% |
| 12/11/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,933 EUR | 496,966 EUR | 95.99% | 95.99% |
| 11/11/2024 | 0.50% | 98.90 % | 99.40 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,961 EUR | 496,981 EUR | 92.72% | 92.72% |
| 08/11/2024 | 0.50% | 98.85 % | 99.35 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,041 EUR | 496,520 EUR | 96.46% | 96.46% |
| 07/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,846 EUR | 496,423 EUR | 96.45% | 96.45% |
| 06/11/2024 | 0.50% | 98.80 % | 99.30 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 988,229 EUR | 496,614 EUR | 98.81% | 98.81% |
| 05/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,500 EUR | 496,250 EUR | 100.00% | 100.00% |
| 04/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,483 EUR | 496,242 EUR | 93.06% | 93.06% |
| 01/11/2024 | 0.51% | 98.75 % | 99.25 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,440 EUR | 496,220 EUR | 86.88% | 86.88% |
| 31/10/2024 | 0.51% | 98.70 % | 99.20 % | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 987,056 EUR | 496,028 EUR | 96.15% | 96.15% |
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