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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% | 97.30 % | 97.61 % | 500,000 | 500,000 | 494,940 | 494,940 | 482,226 EUR | 483,762 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 97.80 % | 98.11 % | 500,000 | 500,000 | 494,968 | 494,968 | 484,053 EUR | 485,590 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 486,409 EUR | 487,946 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 98.80 % | 99.30 % | 500,000 | 500,000 | 494,969 | 494,969 | 485,423 EUR | 487,901 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 98.30 % | 98.61 % | 500,000 | 500,000 | 494,927 | 494,927 | 485,597 EUR | 487,134 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,970 | 494,970 | 485,513 EUR | 487,050 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.32% | 98.40 % | 98.71 % | 500,000 | 500,000 | 494,975 | 494,975 | 488,249 EUR | 489,786 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 98.70 % | 99.01 % | 500,000 | 500,000 | 494,969 | 494,969 | 488,423 EUR | 489,960 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.32% | 99.10 % | 99.41 % | 500,000 | 500,000 | 494,970 | 494,970 | 490,479 EUR | 492,016 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 99.30 % | 99.61 % | 500,000 | 500,000 | 494,957 | 494,957 | 492,739 EUR | 494,276 EUR | 99.76% | 99.76% |
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