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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 | 1.02% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,072 EUR | 491,072 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.03% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,254 EUR | 490,254 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,358 EUR | 495,358 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 98.10 % | 99.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 490,589 EUR | 495,589 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.02% | 97.90 % | 98.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,497 EUR | 493,497 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,638 EUR | 490,638 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.02% | 97.10 % | 98.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,354 EUR | 493,354 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.01% | 98.40 % | 99.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 491,106 EUR | 496,106 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 97.00 % | 98.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,898 EUR | 489,898 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.02% | 97.20 % | 98.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 486,897 EUR | 491,897 EUR | 99.76% | 99.76% |
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