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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 499,975 EUR | 503,975 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.80% | 99.90 % | 100.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 498,353 EUR | 502,353 EUR | 100.00% | 100.00% |
| 20/11/2024 | 0.80% | 99.10 % | 99.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 495,911 EUR | 499,911 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,242 EUR | 498,242 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,794 EUR | 501,794 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.98% | 101.20 % | 102.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 506,645 EUR | 511,645 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.78% | 101.80 % | 102.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 508,935 EUR | 512,935 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 100.70 % | 101.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,534 EUR | 508,534 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.98% | 100.90 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,258 EUR | 510,258 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 100.80 % | 101.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 503,252 EUR | 508,252 EUR | 100.00% | 100.00% |
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