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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 | 1.19% | 82.50 % | 83.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,048 EUR | 421,048 EUR | 98.59% | 98.59% |
| 19/11/2024 | 1.20% | 83.00 % | 84.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 415,394 EUR | 420,394 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.19% | 83.80 % | 84.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,846 EUR | 421,846 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.16% | 84.60 % | 85.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,883 EUR | 431,883 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.15% | 86.70 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 431,849 EUR | 436,849 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.19% | 83.40 % | 84.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,056 EUR | 423,056 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.18% | 83.60 % | 84.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,475 EUR | 425,475 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.18% | 84.30 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 421,996 EUR | 426,996 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.18% | 84.10 % | 85.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 420,109 EUR | 425,109 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.19% | 84.20 % | 85.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 418,309 EUR | 423,309 EUR | 99.23% | 99.23% |
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