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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% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,939 | 494,939 | 477,333 EUR | 478,869 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,961 | 494,961 | 477,482 EUR | 479,019 EUR | 99.84% | 99.84% |
| 18/11/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,971 | 494,971 | 479,795 EUR | 481,332 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 96.80 % | 97.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,000 EUR | 481,477 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,925 | 494,925 | 476,878 EUR | 478,415 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 95.60 % | 95.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 474,733 EUR | 476,270 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,584 EUR | 482,121 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,971 | 494,971 | 480,054 EUR | 481,591 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 479,097 EUR | 480,634 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.33% | 97.70 % | 98.01 % | 500,000 | 500,000 | 494,931 | 494,931 | 482,396 EUR | 483,933 EUR | 99.23% | 99.23% |
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