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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 | 0.80% | 100.00 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,123 EUR | 505,123 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.80% | 99.70 % | 100.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,504 EUR | 502,504 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,921 EUR | 500,921 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.99% | 100.10 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,122 EUR | 506,122 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 101.20 % | 102.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,747 EUR | 509,747 EUR | 99.23% | 99.23% |
| 13/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,732 EUR | 505,732 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 99.80 % | 100.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 500,142 EUR | 505,142 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.00% | 99.60 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,103 EUR | 503,103 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.80% | 99.80 % | 100.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,341 EUR | 503,341 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.50 % | 101.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 501,841 EUR | 505,841 EUR | 99.24% | 99.24% |
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