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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 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,944 | 494,944 | 479,625 EUR | 481,162 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,969 | 494,969 | 477,456 EUR | 478,993 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,969 | 494,969 | 478,514 EUR | 480,052 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 96.90 % | 97.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 481,382 EUR | 483,860 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,924 | 494,924 | 482,391 EUR | 483,928 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 481,096 EUR | 482,633 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,414 EUR | 483,951 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 486,811 EUR | 488,348 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,968 | 494,968 | 482,687 EUR | 484,224 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 98.20 % | 98.51 % | 500,000 | 500,000 | 494,900 | 494,900 | 485,163 EUR | 486,699 EUR | 98.64% | 98.64% |
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