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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 | 1.53% | 44.65 % | 45.35 % | 150,000 | 150,000 | 150,000 | 150,000 | 68,033 EUR | 69,083 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.52% | 45.62 % | 46.32 % | 150,000 | 150,000 | 150,000 | 150,000 | 68,375 EUR | 69,425 EUR | 89.37% | 89.37% |
| 18/11/2024 | 1.52% | 45.54 % | 46.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 68,506 EUR | 69,556 EUR | 99.68% | 99.68% |
| 15/11/2024 | 1.51% | 45.80 % | 46.50 % | 150,000 | 150,000 | 150,000 | 150,000 | 69,189 EUR | 70,239 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.52% | 46.52 % | 47.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 68,788 EUR | 69,838 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.50% | 45.71 % | 46.41 % | 150,000 | 150,000 | 150,000 | 150,000 | 69,437 EUR | 70,487 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.44% | 46.66 % | 47.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 72,610 EUR | 73,660 EUR | 98.71% | 98.71% |
| 11/11/2024 | 1.28% | 54.33 % | 55.03 % | 150,000 | 150,000 | 150,000 | 150,000 | 81,589 EUR | 82,639 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.30% | 53.55 % | 54.25 % | 150,000 | 150,000 | 150,000 | 150,000 | 80,342 EUR | 81,392 EUR | 99.84% | 99.84% |
| 07/11/2024 | 1.28% | 54.26 % | 54.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 81,672 EUR | 82,722 EUR | 100.00% | 100.00% |
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