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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% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,976 | 494,976 | 484,379 EUR | 485,915 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.33% | 97.10 % | 97.41 % | 500,000 | 500,000 | 494,941 | 494,941 | 480,734 EUR | 482,270 EUR | 99.44% | 99.44% |
| 18/11/2024 | 0.33% | 98.10 % | 98.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 484,871 EUR | 486,408 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 97.40 % | 97.90 % | 500,000 | 500,000 | 494,969 | 494,969 | 482,261 EUR | 484,739 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 97.50 % | 97.81 % | 500,000 | 500,000 | 494,925 | 494,925 | 481,170 EUR | 482,707 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 96.50 % | 96.81 % | 500,000 | 500,000 | 494,970 | 494,970 | 480,375 EUR | 481,912 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,971 | 494,971 | 485,635 EUR | 487,172 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.33% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,969 | 494,969 | 484,157 EUR | 485,694 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.33% | 96.60 % | 96.91 % | 500,000 | 500,000 | 494,904 | 494,904 | 479,397 EUR | 480,934 EUR | 98.74% | 98.74% |
| 07/11/2024 | 0.33% | 97.90 % | 98.21 % | 500,000 | 500,000 | 494,957 | 494,957 | 485,914 EUR | 487,451 EUR | 99.76% | 99.76% |
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