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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 | 1.62% | 42.39 % | 43.09 % | 150,000 | 150,000 | 150,000 | 150,000 | 64,155 EUR | 65,205 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.66% | 41.79 % | 42.49 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,841 EUR | 63,891 EUR | 89.36% | 89.36% |
| 18/11/2024 | 1.61% | 42.97 % | 43.67 % | 150,000 | 150,000 | 150,000 | 150,000 | 64,745 EUR | 65,795 EUR | 99.67% | 99.67% |
| 15/11/2024 | 1.60% | 43.52 % | 44.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 65,207 EUR | 66,257 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.63% | 43.14 % | 43.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,742 EUR | 64,792 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.67% | 41.46 % | 42.16 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,188 EUR | 63,238 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.67% | 40.74 % | 41.44 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,256 EUR | 63,306 EUR | 98.74% | 98.74% |
| 11/11/2024 | 1.60% | 43.72 % | 44.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 65,268 EUR | 66,318 EUR | 99.98% | 99.98% |
| 08/11/2024 | 1.59% | 43.23 % | 43.93 % | 150,000 | 150,000 | 150,000 | 150,000 | 65,706 EUR | 66,756 EUR | 99.83% | 99.83% |
| 07/11/2024 | 1.50% | 46.67 % | 47.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 69,576 EUR | 70,626 EUR | 100.00% | 100.00% |
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