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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 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,113 EUR | 492,113 EUR | 98.59% | 98.59% |
| 19/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,445 EUR | 489,445 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.81% | 97.90 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,298 EUR | 494,298 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.20 % | 99.00 % | 500,000 | 500,000 | 500,000 | 496,239 | 491,569 EUR | 491,842 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.82% | 98.00 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,004 EUR | 492,004 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.82% | 96.80 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,442 EUR | 488,442 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,186 EUR | 490,186 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.80% | 99.40 % | 100.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,570 EUR | 500,570 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 98.80 % | 99.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 494,597 EUR | 498,597 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.80% | 99.60 % | 100.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 496,722 EUR | 500,722 EUR | 100.00% | 100.00% |
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