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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 | 1.05% | 93.90 % | 94.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,703 EUR | 476,703 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.06% | 93.40 % | 94.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,779 EUR | 472,779 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.05% | 95.00 % | 96.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 473,870 EUR | 478,870 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 474,622 EUR | 479,622 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.06% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 471,288 EUR | 476,288 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.06% | 93.50 % | 94.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 467,294 EUR | 472,294 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.06% | 92.80 % | 93.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,102 EUR | 475,102 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.04% | 95.30 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,698 EUR | 482,698 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.04% | 95.20 % | 96.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,307 EUR | 481,307 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,485 EUR | 486,485 EUR | 99.23% | 99.23% |
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