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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 | 3.48% | 55.22 % | 57.18 % | 100,000 | 50,000 | 100,000 | 50,000 | 55,423 EUR | 28,692 EUR | 100.00% | 100.00% |
| 19/11/2024 | 3.12% | 55.38 % | 57.34 % | 100,000 | 50,000 | 131,480 | 91,973 | 73,076 EUR | 52,534 EUR | 99.77% | 99.77% |
| 18/11/2024 | 1.77% | 56.15 % | 57.15 % | 250,000 | 250,000 | 250,000 | 250,000 | 140,335 EUR | 142,835 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.78% | 55.35 % | 56.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,577 EUR | 142,077 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.83% | 54.34 % | 55.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 135,618 EUR | 138,118 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.80% | 54.65 % | 55.65 % | 250,000 | 250,000 | 250,000 | 250,000 | 137,388 EUR | 139,888 EUR | 99.82% | 99.82% |
| 12/11/2024 | 1.78% | 55.40 % | 56.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 139,438 EUR | 141,938 EUR | 99.99% | 99.99% |
| 11/11/2024 | 1.71% | 57.72 % | 58.72 % | 250,000 | 250,000 | 250,000 | 250,000 | 144,825 EUR | 147,325 EUR | 99.92% | 99.92% |
| 08/11/2024 | 1.67% | 58.77 % | 59.77 % | 250,000 | 250,000 | 250,000 | 250,000 | 148,528 EUR | 151,028 EUR | 99.98% | 99.98% |
| 07/11/2024 | 1.63% | 61.10 % | 62.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 151,934 EUR | 154,434 EUR | 100.00% | 100.00% |
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