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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% | 90.50 % | 91.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,588 EUR | 460,588 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.10% | 90.80 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 453,623 EUR | 458,623 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.08% | 92.30 % | 93.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,952 EUR | 463,952 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.08% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,669 EUR | 464,669 EUR | 98.43% | 98.43% |
| 14/11/2024 | 1.09% | 91.70 % | 92.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 455,175 EUR | 460,175 EUR | 99.90% | 99.90% |
| 13/11/2024 | 1.12% | 89.10 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,380 EUR | 449,380 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.11% | 88.00 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 449,525 EUR | 454,525 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.09% | 91.40 % | 92.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 458,273 EUR | 463,273 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.08% | 90.80 % | 91.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 459,403 EUR | 464,403 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.06% | 94.20 % | 95.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,755 EUR | 475,755 EUR | 99.23% | 99.23% |
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