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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 | 0.41% | 97.40 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,780 EUR | 489,780 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.41% | 97.40 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,977 EUR | 488,977 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.41% | 97.80 % | 98.20 % | 500,000 | 500,000 | 499,997 | 499,997 | 488,686 EUR | 490,686 EUR | 99.06% | 99.06% |
| 15/11/2024 | 0.41% | 97.90 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,945 EUR | 491,945 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.41% | 98.20 % | 98.60 % | 500,000 | 500,000 | 498,926 | 498,926 | 488,816 EUR | 490,813 EUR | 99.92% | 99.92% |
| 13/11/2024 | 0.41% | 97.50 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,241 EUR | 489,241 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.41% | 97.60 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,537 EUR | 491,537 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.41% | 98.30 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,504 EUR | 493,504 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.41% | 97.90 % | 98.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,704 EUR | 491,704 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.41% | 98.30 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,558 EUR | 492,558 EUR | 100.00% | 100.00% |
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