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% 99.60 % 100.10 % 1,000,000 500,000 1,000,000 500,000 996,348 EUR 500,674 EUR 97.08% 97.08%
12/11/2024 0.50% 99.60 % 100.10 % 1,000,000 500,000 1,000,000 500,000 995,951 EUR 500,475 EUR 95.99% 95.99%
11/11/2024 0.50% 99.60 % 100.10 % 1,000,000 500,000 1,000,000 500,000 996,031 EUR 500,515 EUR 92.73% 92.73%
08/11/2024 0.50% 99.55 % 100.05 % 1,000,000 500,000 1,000,000 500,000 995,026 EUR 500,013 EUR 96.44% 96.44%
07/11/2024 0.50% 99.55 % 100.05 % 1,000,000 500,000 1,000,000 500,000 994,880 EUR 499,940 EUR 96.45% 96.45%
06/11/2024 0.50% 99.50 % 100.00 % 1,000,000 500,000 1,000,000 500,000 994,787 EUR 499,893 EUR 98.81% 98.81%
05/11/2024 0.50% 99.30 % 99.80 % 1,000,000 500,000 1,000,000 500,000 993,432 EUR 499,216 EUR 94.61% 94.61%
04/11/2024 0.50% 99.35 % 99.85 % 1,000,000 500,000 1,000,000 500,000 993,414 EUR 499,207 EUR 86.75% 86.75%
01/11/2024 0.50% 99.35 % 99.85 % 1,000,000 500,000 1,000,000 500,000 993,279 EUR 499,140 EUR 86.86% 86.86%
31/10/2024 0.50% 99.30 % 99.80 % 1,000,000 500,000 1,000,000 500,000 993,106 EUR 499,053 EUR 96.14% 96.14%

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