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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% | 94.70 % | 95.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,217 EUR | 480,217 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.05% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 475,504 EUR | 480,504 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.04% | 95.50 % | 96.50 % | 500,000 | 500,000 | 500,000 | 500,000 | 476,549 EUR | 481,549 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.04% | 95.40 % | 96.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 479,845 EUR | 484,845 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.03% | 96.30 % | 97.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 480,652 EUR | 485,652 EUR | 99.92% | 99.92% |
| 13/11/2024 | 1.04% | 95.30 % | 96.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 477,616 EUR | 482,616 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.03% | 95.90 % | 96.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,471 EUR | 486,471 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.02% | 96.90 % | 97.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 485,619 EUR | 490,619 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 484,949 EUR | 489,949 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.03% | 96.60 % | 97.60 % | 500,000 | 500,000 | 500,000 | 500,000 | 481,220 EUR | 486,220 EUR | 99.23% | 99.23% |
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