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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% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,287 EUR | 484,287 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.04% | 95.60 % | 96.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,386 EUR | 481,386 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,649 EUR | 482,649 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.03% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 483,838 EUR | 488,838 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 96.70 % | 97.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,968 EUR | 487,968 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,839 EUR | 485,839 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 95.80 % | 96.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,031 EUR | 486,031 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 97.60 % | 98.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 488,531 EUR | 493,531 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 97.80 % | 98.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 487,311 EUR | 492,311 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.80 % | 97.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 482,497 EUR | 487,497 EUR | 99.76% | 99.76% |
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