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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 | 1.09% | 90.20 % | 91.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,864 EUR | 91,864 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.10% | 89.95 % | 90.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,221 EUR | 91,221 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.09% | 91.70 % | 92.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,446 EUR | 92,446 EUR | 70.62% | 70.62% |
| 15/11/2024 | 1.08% | 91.55 % | 92.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,862 EUR | 92,862 EUR | 88.19% | 88.19% |
| 14/11/2024 | 1.09% | 91.45 % | 92.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,274 EUR | 92,274 EUR | 65.22% | 65.22% |
| 13/11/2024 | 1.10% | 89.50 % | 90.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,021 EUR | 91,021 EUR | 61.92% | 61.92% |
| 12/11/2024 | 1.08% | 91.95 % | 92.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,999 EUR | 92,999 EUR | 30.28% | 30.28% |
| 11/11/2024 | 1.06% | 93.25 % | 94.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,562 EUR | 94,562 EUR | 79.02% | 79.02% |
| 08/11/2024 | 1.06% | 92.95 % | 93.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,436 EUR | 94,436 EUR | 86.89% | 86.89% |
| 07/11/2024 | 1.05% | 95.10 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,664 EUR | 95,664 EUR | 99.16% | 99.16% |
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