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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 13/11/2024 | 0.33% | 96.70 % | 97.01 % | 500,000 | 500,000 | 494,970 | 494,970 | 478,475 EUR | 480,012 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,975 | 494,975 | 483,308 EUR | 484,845 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,973 | 494,973 | 483,011 EUR | 484,548 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,928 | 494,928 | 485,077 EUR | 486,614 EUR | 99.21% | 99.21% |
| 07/11/2024 | 0.31% | 98.50 % | 98.81 % | 500,000 | 500,000 | 209,649 | 209,649 | 207,167 EUR | 207,817 EUR | 97.86% | 97.86% |
| 06/11/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,961 | 494,961 | 482,673 EUR | 484,210 EUR | 100.00% | 100.00% |
| 05/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,957 | 494,957 | 480,569 EUR | 482,106 EUR | 99.71% | 99.71% |
| 04/11/2024 | 0.33% | 96.90 % | 97.21 % | 500,000 | 500,000 | 494,956 | 494,956 | 479,374 EUR | 480,911 EUR | 99.74% | 99.74% |
| 01/11/2024 | 0.33% | 96.80 % | 97.11 % | 500,000 | 500,000 | 494,961 | 494,961 | 480,546 EUR | 482,083 EUR | 99.76% | 99.76% |
| 31/10/2024 | 0.33% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,966 | 494,966 | 481,483 EUR | 483,020 EUR | 100.00% | 100.00% |
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