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% 96.40 % 96.71 % 500,000 500,000 494,939 494,939 478,775 EUR 480,311 EUR 99.37% 99.37%
19/11/2024 0.33% 96.40 % 96.71 % 500,000 500,000 494,931 494,931 477,442 EUR 478,979 EUR 99.25% 99.25%
18/11/2024 0.33% 97.70 % 98.01 % 500,000 500,000 494,970 494,970 484,829 EUR 486,366 EUR 100.00% 100.00%
15/11/2024 0.52% 98.30 % 98.80 % 500,000 500,000 494,969 494,969 486,325 EUR 488,803 EUR 100.00% 100.00%
14/11/2024 0.32% 98.40 % 98.71 % 500,000 500,000 494,851 494,851 488,663 EUR 490,200 EUR 97.71% 97.71%
13/11/2024 0.33% 97.00 % 97.31 % 500,000 500,000 494,970 494,970 480,056 EUR 481,593 EUR 100.00% 100.00%
12/11/2024 0.33% 96.90 % 97.21 % 500,000 500,000 494,915 494,915 483,423 EUR 484,960 EUR 98.93% 98.93%
11/11/2024 0.32% 98.40 % 98.71 % 500,000 500,000 494,969 494,969 487,491 EUR 489,028 EUR 100.00% 100.00%
08/11/2024 0.33% 97.80 % 98.11 % 500,000 500,000 494,970 494,970 485,106 EUR 486,643 EUR 100.00% 100.00%
07/11/2024 0.33% 98.70 % 99.01 % 500,000 500,000 494,957 494,957 486,747 EUR 488,284 EUR 99.76% 99.76%

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