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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 | 1.14% | 86.90 % | 87.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,677 EUR | 441,677 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.14% | 87.60 % | 88.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 436,843 EUR | 441,843 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 88.10 % | 88.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,448 EUR | 446,448 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.88% | 89.20 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,000 EUR | 454,000 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.10% | 90.90 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,632 EUR | 458,632 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.88% | 90.40 % | 91.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,451 EUR | 455,451 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.87% | 91.30 % | 92.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,044 EUR | 460,044 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.08% | 92.00 % | 93.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,560 EUR | 465,560 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,919 EUR | 463,919 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.86% | 91.80 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,911 EUR | 464,911 EUR | 99.23% | 99.23% |
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