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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 | 1.01% | 99.40 % | 100.40 % | 500,000 | 500,000 | 142,937 | 142,937 | 141,763 EUR | 143,192 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.01% | 98.20 % | 99.20 % | 500,000 | 500,000 | 148,367 | 148,367 | 145,255 EUR | 146,738 EUR | 99.82% | 99.82% |
| 18/11/2024 | 1.00% | 99.70 % | 100.70 % | 500,000 | 500,000 | 148,280 | 148,280 | 147,368 EUR | 148,851 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.01% | 99.20 % | 100.20 % | 500,000 | 500,000 | 147,388 | 147,388 | 146,539 EUR | 148,016 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.01% | 99.90 % | 100.90 % | 500,000 | 500,000 | 147,626 | 147,626 | 147,245 EUR | 148,724 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.00% | 98.40 % | 99.40 % | 500,000 | 500,000 | 148,178 | 148,178 | 146,134 EUR | 147,616 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.99% | 99.60 % | 100.60 % | 500,000 | 500,000 | 148,209 | 148,209 | 148,359 EUR | 149,841 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.99% | 101.50 % | 102.50 % | 500,000 | 500,000 | 148,202 | 148,202 | 150,084 EUR | 151,566 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.99% | 100.60 % | 101.60 % | 500,000 | 500,000 | 148,160 | 148,160 | 149,411 EUR | 150,892 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.98% | 101.60 % | 102.60 % | 500,000 | 500,000 | 149,369 | 149,369 | 151,553 EUR | 153,047 EUR | 98.58% | 98.58% |
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