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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 | 1.16% | 42.48 % | 42.98 % | 250,000 | 250,000 | 250,000 | 250,000 | 107,324 EUR | 108,574 EUR | 99.94% | 99.94% |
| 19/11/2024 | 1.18% | 41.78 % | 42.28 % | 250,000 | 250,000 | 250,000 | 250,000 | 104,904 EUR | 106,154 EUR | 99.60% | 99.60% |
| 18/11/2024 | 1.15% | 43.12 % | 43.62 % | 250,000 | 250,000 | 250,000 | 250,000 | 108,299 EUR | 109,549 EUR | 99.98% | 99.98% |
| 15/11/2024 | 1.14% | 43.79 % | 44.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 109,320 EUR | 110,570 EUR | 99.99% | 99.99% |
| 14/11/2024 | 1.17% | 43.40 % | 43.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 106,565 EUR | 107,815 EUR | 99.92% | 99.92% |
| 13/11/2024 | 1.20% | 41.40 % | 41.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,477 EUR | 104,727 EUR | 99.95% | 99.95% |
| 12/11/2024 | 1.20% | 40.55 % | 41.05 % | 250,000 | 250,000 | 250,000 | 250,000 | 103,556 EUR | 104,806 EUR | 99.95% | 99.95% |
| 11/11/2024 | 1.14% | 43.90 % | 44.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 109,208 EUR | 110,458 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 43.40 % | 43.90 % | 250,000 | 250,000 | 250,000 | 250,000 | 110,130 EUR | 111,380 EUR | 99.96% | 99.96% |
| 07/11/2024 | 1.06% | 47.35 % | 47.85 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,484 EUR | 118,734 EUR | 100.00% | 100.00% |
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