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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% | 61.94 % | 62.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 157,629 EUR | 159,216 EUR | 99.98% | 99.98% |
| 19/11/2024 | 1.00% | 62.67 % | 63.30 % | 250,000 | 250,000 | 250,000 | 250,000 | 153,832 EUR | 155,381 EUR | 99.76% | 99.76% |
| 18/11/2024 | 1.00% | 61.74 % | 62.36 % | 250,000 | 250,000 | 250,000 | 250,000 | 155,248 EUR | 156,805 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.00% | 62.71 % | 63.34 % | 250,000 | 250,000 | 250,000 | 250,000 | 161,474 EUR | 163,099 EUR | 98.31% | 98.31% |
| 14/11/2024 | 1.00% | 67.78 % | 68.46 % | 250,000 | 250,000 | 250,000 | 250,000 | 170,604 EUR | 172,322 EUR | 99.90% | 99.90% |
| 13/11/2024 | 1.00% | 66.77 % | 67.44 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,870 EUR | 168,543 EUR | 99.91% | 99.91% |
| 12/11/2024 | 1.00% | 66.51 % | 67.18 % | 250,000 | 250,000 | 250,000 | 250,000 | 166,918 EUR | 168,594 EUR | 99.97% | 99.97% |
| 11/11/2024 | 1.00% | 67.43 % | 68.11 % | 250,000 | 250,000 | 250,000 | 250,000 | 171,607 EUR | 173,330 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.00% | 68.72 % | 69.41 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,613 EUR | 176,367 EUR | 99.97% | 99.97% |
| 07/11/2024 | 1.00% | 69.93 % | 70.63 % | 250,000 | 250,000 | 250,000 | 250,000 | 174,486 EUR | 176,236 EUR | 99.87% | 99.87% |
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