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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 | 1.22% | 79.60 % | 80.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,369 EUR | 82,369 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.20% | 82.55 % | 83.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,728 EUR | 83,728 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.17% | 85.50 % | 86.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,032 EUR | 86,032 EUR | 80.65% | 80.65% |
| 15/11/2024 | 1.14% | 88.25 % | 89.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,338 EUR | 88,338 EUR | 92.49% | 92.49% |
| 14/11/2024 | 1.17% | 84.60 % | 85.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,903 EUR | 85,903 EUR | 28.00% | 28.00% |
| 13/11/2024 | 1.12% | 87.20 % | 88.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,613 EUR | 89,613 EUR | 73.19% | 73.19% |
| 12/11/2024 | 1.08% | 90.80 % | 91.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,137 EUR | 93,137 EUR | 49.70% | 49.70% |
| 11/11/2024 | 1.08% | 92.55 % | 93.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,239 EUR | 93,239 EUR | 81.03% | 81.03% |
| 08/11/2024 | 1.09% | 91.25 % | 92.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,325 EUR | 92,325 EUR | 87.16% | 87.16% |
| 07/11/2024 | 1.06% | 93.75 % | 94.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,675 EUR | 94,675 EUR | 97.82% | 97.82% |
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