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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% | 46.79 % | 47.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 118,533 EUR | 119,783 EUR | 99.95% | 99.95% |
| 19/11/2024 | 1.08% | 45.90 % | 46.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 115,431 EUR | 116,681 EUR | 99.41% | 99.41% |
| 18/11/2024 | 1.03% | 47.87 % | 48.37 % | 250,000 | 250,000 | 250,000 | 250,000 | 120,387 EUR | 121,637 EUR | 99.92% | 99.92% |
| 15/11/2024 | 1.02% | 48.79 % | 49.29 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,806 EUR | 123,056 EUR | 99.91% | 99.91% |
| 14/11/2024 | 1.06% | 48.25 % | 48.75 % | 250,000 | 250,000 | 250,000 | 250,000 | 117,712 EUR | 118,962 EUR | 99.97% | 99.97% |
| 13/11/2024 | 1.10% | 45.31 % | 45.81 % | 250,000 | 250,000 | 250,000 | 250,000 | 113,040 EUR | 114,290 EUR | 99.94% | 99.94% |
| 12/11/2024 | 1.10% | 43.95 % | 44.45 % | 250,000 | 250,000 | 250,000 | 250,000 | 112,727 EUR | 113,977 EUR | 99.97% | 99.97% |
| 11/11/2024 | 1.02% | 48.91 % | 49.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 121,371 EUR | 122,621 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.02% | 48.05 % | 48.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 122,773 EUR | 124,028 EUR | 99.94% | 99.94% |
| 07/11/2024 | 1.00% | 54.54 % | 55.09 % | 250,000 | 250,000 | 250,000 | 250,000 | 134,901 EUR | 136,257 EUR | 99.96% | 99.96% |
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