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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 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,974 | 494,974 | 476,457 EUR | 477,992 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 95.70 % | 96.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 473,654 EUR | 475,191 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 475,119 EUR | 476,656 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 96.30 % | 96.80 % | 500,000 | 500,000 | 494,969 | 494,969 | 478,668 EUR | 481,145 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,924 | 494,924 | 480,028 EUR | 481,565 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,673 EUR | 480,210 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 96.70 % | 97.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,604 EUR | 482,141 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,413 EUR | 486,950 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 480,810 EUR | 482,347 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,900 | 494,900 | 483,705 EUR | 485,242 EUR | 98.64% | 98.64% |
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