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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 | 1.05% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,150 EUR | 100,200 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 EUR | 100,200 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 EUR | 100,200 EUR | 71.40% | 71.40% |
| 15/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,200 EUR | 100,200 EUR | 88.36% | 88.36% |
| 14/11/2024 | 1.04% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,150 EUR | 100,183 EUR | 35.03% | 35.03% |
| 13/11/2024 | 1.01% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,087 EUR | 100,092 EUR | 62.02% | 62.02% |
| 12/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,263 EUR | 99,263 EUR | 51.19% | 51.19% |
| 11/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,396 EUR | 99,396 EUR | 81.04% | 81.04% |
| 08/11/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,899 EUR | 98,899 EUR | 86.81% | 86.81% |
| 07/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,023 EUR | 99,023 EUR | 99.16% | 99.16% |
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