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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 | 1.65% | 41.11 % | 41.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 62,963 EUR | 64,013 EUR | 99.95% | 99.95% |
| 19/11/2024 | 1.64% | 42.37 % | 43.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,496 EUR | 64,546 EUR | 89.36% | 89.36% |
| 18/11/2024 | 1.63% | 42.31 % | 43.01 % | 150,000 | 150,000 | 150,000 | 150,000 | 63,754 EUR | 64,804 EUR | 99.67% | 99.67% |
| 15/11/2024 | 1.60% | 42.89 % | 43.59 % | 150,000 | 150,000 | 150,000 | 150,000 | 65,309 EUR | 66,359 EUR | 98.03% | 98.03% |
| 14/11/2024 | 1.71% | 40.78 % | 41.48 % | 150,000 | 150,000 | 150,000 | 150,000 | 61,038 EUR | 62,088 EUR | 0.25% | 0.25% |
| 13/11/2024 | 1.59% | 43.04 % | 43.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 65,724 EUR | 66,774 EUR | 99.79% | 99.79% |
| 12/11/2024 | 1.49% | 43.85 % | 44.55 % | 150,000 | 150,000 | 150,000 | 150,000 | 70,146 EUR | 71,196 EUR | 72.79% | 72.79% |
| 11/11/2024 | 1.07% | 64.72 % | 65.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 97,379 EUR | 98,429 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.13% | 61.92 % | 62.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 92,775 EUR | 93,825 EUR | 99.83% | 99.83% |
| 07/11/2024 | 1.07% | 64.41 % | 65.11 % | 150,000 | 150,000 | 150,000 | 150,000 | 97,718 EUR | 98,768 EUR | 97.22% | 97.22% |
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