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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 | 0.83% | 95.50 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,489 EUR | 482,489 EUR | 97.94% | 97.94% |
| 19/11/2024 | 0.83% | 96.00 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,191 EUR | 483,191 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.03% | 96.50 % | 97.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,449 EUR | 487,449 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.02% | 96.80 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,018 EUR | 492,018 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.70 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,384 EUR | 495,384 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,540 EUR | 493,540 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.00% | 99.30 % | 100.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 497,466 EUR | 502,466 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.50 % | 99.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,656 EUR | 496,656 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.82% | 97.00 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,235 EUR | 489,235 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.82% | 97.30 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,557 EUR | 491,557 EUR | 99.76% | 99.76% |
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