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% 100.25 % 100.75 % 1,000,000 500,000 1,000,000 500,000 1,002,260 EUR 503,628 EUR 96.83% 96.83%
19/11/2024 0.50% 99.45 % 99.95 % 1,000,000 500,000 1,000,000 500,000 993,564 EUR 499,282 EUR 98.95% 98.95%
18/11/2024 0.50% 99.40 % 99.90 % 1,000,000 500,000 1,000,000 500,000 994,016 EUR 499,508 EUR 98.91% 98.91%
15/11/2024 0.50% 99.35 % 99.85 % 1,000,000 500,000 1,000,000 500,000 994,477 EUR 499,738 EUR 98.25% 98.25%
14/11/2024 0.50% 99.75 % 100.25 % 1,000,000 500,000 1,000,000 500,000 997,242 EUR 501,121 EUR 98.93% 98.93%
13/11/2024 0.50% 99.65 % 100.15 % 1,000,000 500,000 1,000,000 500,000 994,988 EUR 499,994 EUR 98.86% 98.86%
12/11/2024 0.50% 100.00 % 100.50 % 1,000,000 500,000 1,000,000 500,000 1,001,310 EUR 503,154 EUR 98.95% 98.95%
11/11/2024 0.50% 100.15 % 100.65 % 1,000,000 500,000 1,000,000 500,000 1,003,110 EUR 504,056 EUR 98.90% 98.90%
08/11/2024 0.50% 100.10 % 100.60 % 1,000,000 500,000 1,000,000 500,000 1,001,010 EUR 503,004 EUR 98.89% 98.89%
07/11/2024 0.50% 99.95 % 100.45 % 500,000 500,000 500,000 500,000 498,203 EUR 500,703 EUR 98.53% 98.53%

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