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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 | 1.00% | 49.60 % | 50.10 % | 250,000 | 250,000 | 250,000 | 250,000 | 125,255 EUR | 126,511 EUR | 99.88% | 99.88% |
| 19/11/2024 | 1.01% | 48.86 % | 49.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 122,697 EUR | 123,947 EUR | 99.59% | 99.59% |
| 18/11/2024 | 1.00% | 50.50 % | 51.01 % | 250,000 | 250,000 | 250,000 | 250,000 | 126,779 EUR | 128,056 EUR | 99.98% | 99.98% |
| 15/11/2024 | 1.00% | 51.26 % | 51.78 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,014 EUR | 129,301 EUR | 99.99% | 99.99% |
| 14/11/2024 | 1.00% | 50.73 % | 51.24 % | 250,000 | 250,000 | 250,000 | 250,000 | 124,667 EUR | 125,924 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.03% | 48.50 % | 49.00 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,174 EUR | 122,424 EUR | 99.99% | 99.99% |
| 12/11/2024 | 1.03% | 47.53 % | 48.03 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,308 EUR | 122,558 EUR | 99.88% | 99.88% |
| 11/11/2024 | 1.00% | 51.47 % | 51.99 % | 250,000 | 250,000 | 250,000 | 250,000 | 128,031 EUR | 129,319 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 50.80 % | 51.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 129,093 EUR | 130,390 EUR | 99.85% | 99.85% |
| 07/11/2024 | 1.00% | 55.75 % | 56.31 % | 250,000 | 250,000 | 250,000 | 250,000 | 138,214 EUR | 139,602 EUR | 99.96% | 99.96% |
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