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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 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,792 EUR | 492,342 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,510 EUR | 493,060 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,638 EUR | 493,188 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.51% | 98.70 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,717 EUR | 496,217 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.31% | 98.90 % | 99.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 492,462 EUR | 494,012 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,622 EUR | 492,172 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.31% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,900 EUR | 493,450 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 500,000 | 500,000 | 493,238 EUR | 494,788 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.31% | 98.30 % | 98.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,693 EUR | 493,243 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 98.10 % | 98.41 % | 500,000 | 500,000 | 500,000 | 499,993 | 490,862 EUR | 492,404 EUR | 99.23% | 99.23% |
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