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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% | 96.40 % | 96.71 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,429 EUR | 483,978 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.32% | 95.60 % | 95.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,119 EUR | 479,669 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.32% | 96.10 % | 96.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,756 EUR | 481,306 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 96.00 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,579 EUR | 485,079 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.32% | 97.10 % | 97.41 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,973 EUR | 485,523 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.32% | 96.30 % | 96.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,629 EUR | 482,179 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 95.60 % | 95.91 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,792 EUR | 484,342 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,110 EUR | 490,660 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 97.90 % | 98.21 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,768 EUR | 488,318 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 97.30 % | 97.61 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,197 EUR | 489,747 EUR | 99.23% | 99.23% |
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