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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 | 1.34% | 72.78 % | 73.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,792 EUR | 112,292 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.35% | 72.92 % | 73.92 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,595 EUR | 112,095 EUR | 99.92% | 99.92% |
| 18/11/2024 | 1.35% | 74.64 % | 75.64 % | 150,000 | 150,000 | 150,000 | 150,000 | 110,385 EUR | 111,885 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.33% | 73.97 % | 74.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 111,935 EUR | 113,435 EUR | 99.97% | 99.97% |
| 14/11/2024 | 1.32% | 75.69 % | 76.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 112,800 EUR | 114,300 EUR | 99.93% | 99.93% |
| 13/11/2024 | 1.37% | 71.60 % | 72.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 108,364 EUR | 109,864 EUR | 99.53% | 99.53% |
| 12/11/2024 | 1.36% | 71.97 % | 72.97 % | 150,000 | 150,000 | 150,000 | 150,000 | 109,673 EUR | 111,173 EUR | 99.96% | 99.96% |
| 11/11/2024 | 1.32% | 74.63 % | 75.63 % | 150,000 | 150,000 | 150,000 | 150,000 | 112,619 EUR | 114,119 EUR | 99.96% | 99.96% |
| 08/11/2024 | 1.31% | 74.88 % | 75.88 % | 150,000 | 150,000 | 150,000 | 150,000 | 113,594 EUR | 115,094 EUR | 99.96% | 99.96% |
| 07/11/2024 | 1.28% | 77.12 % | 78.12 % | 150,000 | 150,000 | 150,000 | 150,000 | 116,298 EUR | 117,798 EUR | 100.00% | 100.00% |
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