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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.34% | 89.60 % | 89.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,342 EUR | 450,892 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.34% | 90.10 % | 90.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,229 EUR | 451,779 EUR | 99.90% | 99.90% |
| 20/11/2024 | 0.34% | 89.90 % | 90.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,063 EUR | 452,613 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.34% | 90.70 % | 91.01 % | 500,000 | 500,000 | 500,000 | 500,000 | 452,171 EUR | 453,721 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.34% | 90.50 % | 90.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,700 EUR | 453,250 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.55% | 90.10 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,832 EUR | 458,332 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 92.90 % | 93.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,706 EUR | 464,256 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.34% | 91.90 % | 92.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,794 EUR | 463,344 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 93.90 % | 94.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 469,838 EUR | 471,388 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 94.00 % | 94.31 % | 500,000 | 500,000 | 500,000 | 500,000 | 468,796 EUR | 470,346 EUR | 100.00% | 100.00% |
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