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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 | 0.88% | 89.80 % | 90.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,060 EUR | 455,060 EUR | 97.94% | 97.94% |
| 19/11/2024 | 0.88% | 90.00 % | 90.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 451,021 EUR | 455,021 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.10% | 90.00 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 450,632 EUR | 455,632 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 90.90 % | 91.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,489 EUR | 464,489 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 92.40 % | 93.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,215 EUR | 462,215 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.87% | 91.00 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 456,577 EUR | 460,577 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.08% | 91.60 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 461,365 EUR | 466,365 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.07% | 93.20 % | 94.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 465,935 EUR | 470,935 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 466,937 EUR | 470,937 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.84% | 94.70 % | 95.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,052 EUR | 476,052 EUR | 99.23% | 99.23% |
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