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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% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,971 | 494,971 | 487,119 EUR | 488,655 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.32% | 98.60 % | 98.91 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,178 EUR | 489,715 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 487,619 EUR | 489,156 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,905 | 494,905 | 487,269 EUR | 488,804 EUR | 98.74% | 98.74% |
| 14/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,925 | 494,925 | 481,645 EUR | 483,182 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,183 EUR | 483,720 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,042 EUR | 486,579 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 482,560 EUR | 484,097 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,616 EUR | 488,153 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 490,905 EUR | 492,442 EUR | 100.00% | 100.00% |
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