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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 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,617 EUR | 508,617 EUR | 98.58% | 98.58% |
| 19/11/2024 | 0.79% | 100.90 % | 101.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 504,211 EUR | 508,211 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.78% | 102.70 % | 103.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 513,167 EUR | 517,167 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.78% | 102.40 % | 103.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 512,528 EUR | 516,528 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.77% | 103.00 % | 103.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 514,599 EUR | 518,599 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,245 EUR | 514,245 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.78% | 101.90 % | 102.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 510,189 EUR | 514,189 EUR | 99.43% | 99.43% |
| 11/11/2024 | 0.78% | 102.00 % | 102.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 509,473 EUR | 513,473 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 101.30 % | 102.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,311 EUR | 509,311 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 101.10 % | 101.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 505,747 EUR | 509,747 EUR | 99.76% | 99.76% |
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