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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 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,645 EUR | 100,652 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,784 EUR | 100,783 EUR | 93.72% | 93.72% |
| 18/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,176 EUR | 101,176 EUR | 80.40% | 80.40% |
| 15/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,191 EUR | 101,192 EUR | 87.90% | 87.90% |
| 14/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,952 EUR | 100,946 EUR | 65.44% | 65.44% |
| 13/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,503 EUR | 100,501 EUR | 62.89% | 62.89% |
| 12/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,442 EUR | 99,442 EUR | 50.28% | 50.28% |
| 11/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,571 EUR | 99,571 EUR | 61.77% | 61.77% |
| 08/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,107 EUR | 99,107 EUR | 86.73% | 86.73% |
| 07/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,083 EUR | 99,083 EUR | 99.16% | 99.16% |
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