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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 | 1.09% | 90.00 % | 91.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,750 EUR | 460,750 EUR | 97.94% | 97.94% |
| 19/11/2024 | 1.09% | 91.50 % | 92.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,807 EUR | 460,807 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.09% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 457,034 EUR | 462,034 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 91.60 % | 92.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 462,575 EUR | 467,575 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.07% | 92.90 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 463,646 EUR | 468,646 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.08% | 91.90 % | 92.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 460,978 EUR | 465,978 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.07% | 92.60 % | 93.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 464,918 EUR | 469,918 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.05% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,887 EUR | 480,887 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.05% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,770 EUR | 480,770 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,438 EUR | 477,438 EUR | 99.23% | 99.23% |
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