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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/10/2024 | 1.03% | 95.70 % | 96.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,310 EUR | 487,310 EUR | 99.58% | 99.58% |
| 29/10/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,660 EUR | 504,660 EUR | 100.00% | 100.00% |
| 28/10/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,361 EUR | 503,361 EUR | 100.00% | 100.00% |
| 25/10/2024 | 1.00% | 99.50 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,876 EUR | 501,876 EUR | 100.00% | 100.00% |
| 24/10/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,625 EUR | 503,625 EUR | 100.00% | 100.00% |
| 23/10/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,621 EUR | 502,621 EUR | 100.00% | 100.00% |
| 22/10/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,602 EUR | 499,602 EUR | 100.00% | 100.00% |
| 21/10/2024 | 1.00% | 99.00 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,705 EUR | 500,705 EUR | 99.28% | 99.28% |
| 18/10/2024 | 1.00% | 99.20 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,596 EUR | 501,596 EUR | 100.00% | 100.00% |
| 17/10/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,908 EUR | 501,908 EUR | 100.00% | 100.00% |
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