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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% | 97.40 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,896 EUR | 491,896 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,574 EUR | 492,574 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,079 EUR | 494,079 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,930 EUR | 494,930 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 98.30 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,422 EUR | 494,422 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 97.70 % | 98.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,844 EUR | 492,844 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,824 EUR | 491,824 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.81% | 98.10 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,507 EUR | 495,507 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.81% | 97.80 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,317 EUR | 493,317 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,782 EUR | 490,782 EUR | 99.76% | 99.76% |
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