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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 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,825 EUR | 517,825 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.78% | 102.80 % | 103.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,882 EUR | 514,882 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 100.60 % | 101.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 502,812 EUR | 506,812 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.80% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,037 EUR | 505,037 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,292 EUR | 502,292 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 99.20 % | 100.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,261 EUR | 501,261 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,986 EUR | 503,986 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,243 EUR | 505,243 EUR | 99.50% | 99.50% |
| 08/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,087 EUR | 507,087 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,611 EUR | 510,611 EUR | 99.23% | 99.23% |
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