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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% | 97.20 % | 97.51 % | 500,000 | 500,000 | 494,944 | 494,944 | 481,632 EUR | 483,168 EUR | 99.37% | 99.37% |
| 19/11/2024 | 0.33% | 97.40 % | 97.71 % | 500,000 | 500,000 | 494,968 | 494,968 | 482,574 EUR | 484,111 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.33% | 97.60 % | 97.91 % | 500,000 | 500,000 | 494,970 | 494,970 | 482,301 EUR | 483,838 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.52% | 97.00 % | 97.50 % | 500,000 | 500,000 | 494,969 | 494,969 | 481,726 EUR | 484,204 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,927 | 494,927 | 485,866 EUR | 487,403 EUR | 99.10% | 99.10% |
| 13/11/2024 | 0.33% | 97.80 % | 98.11 % | 500,000 | 500,000 | 494,970 | 494,970 | 483,749 EUR | 485,286 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.33% | 98.00 % | 98.31 % | 500,000 | 500,000 | 494,976 | 494,976 | 486,461 EUR | 487,998 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.32% | 98.50 % | 98.81 % | 500,000 | 500,000 | 494,952 | 494,952 | 487,580 EUR | 489,117 EUR | 99.66% | 99.66% |
| 08/11/2024 | 0.52% | 98.50 % | 99.00 % | 500,000 | 500,000 | 494,967 | 494,967 | 488,347 EUR | 490,824 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.32% | 98.90 % | 99.21 % | 500,000 | 500,000 | 494,957 | 494,957 | 489,470 EUR | 491,007 EUR | 99.76% | 99.76% |
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