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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 28/11/2024 | 1.12% | 88.40 % | 89.40 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,336 EUR | 447,336 EUR | 100.00% | 100.00% |
| 27/11/2024 | 0.91% | 88.40 % | 89.20 % | 500,000 | 500,000 | 500,000 | 500,000 | 438,385 EUR | 442,385 EUR | 99.91% | 99.91% |
| 26/11/2024 | 0.90% | 88.20 % | 89.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 441,831 EUR | 445,831 EUR | 100.00% | 100.00% |
| 25/11/2024 | 1.12% | 89.10 % | 90.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,359 EUR | 448,359 EUR | 100.00% | 100.00% |
| 22/11/2024 | 0.92% | 86.90 % | 87.70 % | 500,000 | 500,000 | 500,000 | 500,000 | 434,466 EUR | 438,466 EUR | 100.00% | 100.00% |
| 20/11/2024 | 1.12% | 88.10 % | 89.10 % | 500,000 | 500,000 | 500,000 | 500,000 | 443,411 EUR | 448,411 EUR | 98.58% | 98.58% |
| 19/11/2024 | 1.12% | 88.90 % | 89.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 442,350 EUR | 447,350 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.90% | 89.20 % | 90.00 % | 500,000 | 500,000 | 500,000 | 500,000 | 444,505 EUR | 448,505 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 93.10 % | 93.90 % | 500,000 | 500,000 | 500,000 | 500,000 | 470,003 EUR | 474,003 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.05% | 94.80 % | 95.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 472,067 EUR | 477,067 EUR | 100.00% | 100.00% |
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