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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 | 1.25% | 94.00 % | 95.00 % | 500,000 | 500,000 | 137,508 | 137,508 | 129,130 EUR | 130,514 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.07% | 93.40 % | 94.40 % | 500,000 | 500,000 | 147,442 | 147,442 | 137,672 EUR | 139,150 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.15% | 94.90 % | 95.90 % | 500,000 | 500,000 | 142,128 | 142,128 | 134,470 EUR | 135,915 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 94.90 % | 95.90 % | 500,000 | 500,000 | 147,782 | 147,782 | 140,486 EUR | 141,966 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 95.40 % | 96.40 % | 500,000 | 500,000 | 148,159 | 148,159 | 141,327 EUR | 142,808 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.06% | 94.50 % | 95.50 % | 500,000 | 500,000 | 147,938 | 147,938 | 139,455 EUR | 140,936 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.05% | 93.80 % | 94.80 % | 500,000 | 500,000 | 148,049 | 148,049 | 139,981 EUR | 141,462 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.03% | 96.40 % | 97.40 % | 500,000 | 500,000 | 148,309 | 148,309 | 142,938 EUR | 144,421 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 148,264 | 148,264 | 141,868 EUR | 143,351 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 98.00 % | 99.00 % | 500,000 | 500,000 | 148,515 | 148,515 | 145,579 EUR | 147,064 EUR | 99.76% | 99.76% |
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