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 0.50% 99.20 % 99.70 % 1,000,000 500,000 1,000,000 500,000 992,000 EUR 498,500 EUR 96.44% 96.44%
19/11/2024 0.50% 99.25 % 99.75 % 1,000,000 500,000 1,000,000 500,000 992,738 EUR 498,869 EUR 98.90% 98.90%
18/11/2024 0.50% 99.35 % 99.85 % 1,000,000 500,000 1,000,000 500,000 993,480 EUR 499,240 EUR 98.95% 98.95%
15/11/2024 0.50% 99.45 % 99.95 % 1,000,000 500,000 1,000,000 500,000 994,357 EUR 499,679 EUR 98.33% 98.33%
14/11/2024 0.50% 99.45 % 99.95 % 1,000,000 500,000 1,000,000 500,000 994,505 EUR 499,753 EUR 98.43% 98.43%
13/11/2024 0.50% 99.45 % 99.95 % 1,000,000 500,000 1,000,000 500,000 994,500 EUR 499,750 EUR 98.78% 98.78%
12/11/2024 0.50% 99.50 % 100.00 % 1,000,000 500,000 1,000,000 500,000 994,861 EUR 499,930 EUR 98.93% 98.93%
11/11/2024 0.50% 99.50 % 100.00 % 1,000,000 500,000 1,000,000 500,000 994,616 EUR 499,808 EUR 98.91% 98.91%
08/11/2024 0.50% 99.55 % 100.05 % 1,000,000 500,000 1,000,000 500,000 995,276 EUR 500,138 EUR 98.86% 98.86%
07/11/2024 0.50% 99.60 % 100.10 % 1,000,000 500,000 1,000,000 500,000 995,532 EUR 500,266 EUR 98.55% 98.55%

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