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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 | 0.95% | 102.80 % | 103.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,008 EUR | 106,008 EUR | 97.95% | 97.95% |
| 19/11/2024 | 0.94% | 105.60 % | 106.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,615 EUR | 106,615 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.95% | 105.00 % | 106.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 105,270 EUR | 106,270 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.94% | 105.20 % | 106.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 106,009 EUR | 107,009 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.87% | 107.30 % | 108.30 % | 100,000 | 100,000 | 438,160 | 438,160 | 501,817 EUR | 506,200 EUR | 99.75% | 99.75% |
| 13/11/2024 | 0.84% | 116.80 % | 117.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 590,174 EUR | 595,174 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.81% | 119.10 % | 120.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 612,607 EUR | 617,607 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.76% | 131.10 % | 132.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 656,334 EUR | 661,334 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.77% | 129.40 % | 130.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 647,465 EUR | 652,465 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.76% | 130.70 % | 131.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 653,183 EUR | 658,183 EUR | 99.23% | 99.23% |
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