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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% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,097 EUR | 100,100 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,084 EUR | 100,092 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,098 EUR | 100,100 EUR | 69.95% | 69.95% |
| 15/11/2024 | 1.03% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,070 EUR | 100,097 EUR | 94.01% | 94.01% |
| 14/11/2024 | 0.98% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,024 EUR | 100,002 EUR | 62.84% | 62.84% |
| 13/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,092 EUR | 100,099 EUR | 73.78% | 73.78% |
| 12/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,062 EUR | 100,060 EUR | 50.41% | 50.41% |
| 11/11/2024 | 0.97% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,159 EUR | 100,130 EUR | 81.41% | 81.41% |
| 08/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,091 EUR | 100,090 EUR | 86.85% | 86.85% |
| 07/11/2024 | 0.99% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,137 EUR | 100,126 EUR | 99.16% | 99.16% |
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