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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,808 EUR | 480,345 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 474,470 EUR | 476,007 EUR | 99.90% | 99.90% |
| 20/11/2024 | 0.33% | 96.10 % | 96.41 % | 500,000 | 500,000 | 494,939 | 494,939 | 477,483 EUR | 479,019 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,969 | 494,969 | 475,747 EUR | 477,284 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 97.00 % | 97.31 % | 500,000 | 500,000 | 494,971 | 494,971 | 479,598 EUR | 481,135 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.53% | 96.90 % | 97.40 % | 500,000 | 500,000 | 494,969 | 494,969 | 479,963 EUR | 482,440 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 96.30 % | 96.61 % | 500,000 | 500,000 | 494,913 | 494,913 | 475,823 EUR | 477,360 EUR | 98.85% | 98.85% |
| 13/11/2024 | 0.33% | 95.80 % | 96.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 475,880 EUR | 477,417 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 96.00 % | 96.31 % | 500,000 | 500,000 | 494,973 | 494,973 | 478,232 EUR | 479,769 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,969 | 494,969 | 487,113 EUR | 488,650 EUR | 100.00% | 100.00% |
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