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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 | 1.01% | 98.60 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,002 EUR | 500,002 EUR | 97.65% | 97.65% |
| 19/11/2024 | 0.80% | 99.30 % | 100.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,710 EUR | 499,710 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.80% | 100.20 % | 101.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,872 EUR | 504,872 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,044 EUR | 509,044 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.99% | 101.10 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,340 EUR | 509,340 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,578 EUR | 503,578 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,274 EUR | 506,274 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.20 % | 101.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,069 EUR | 505,069 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,546 EUR | 501,546 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,246 EUR | 502,246 EUR | 99.23% | 99.23% |
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