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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 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 478,410 EUR | 483,410 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.04% | 95.30 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,546 EUR | 481,546 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,948 EUR | 482,948 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,038 EUR | 484,038 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.04% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,314 EUR | 485,314 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,957 EUR | 482,957 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 96.10 % | 97.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,222 EUR | 487,222 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,234 EUR | 496,234 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.01% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,333 EUR | 495,333 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 489,756 EUR | 494,756 EUR | 99.23% | 99.23% |
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