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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,646 EUR | 99,646 EUR | 98.11% | 98.11% |
| 22/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,756 EUR | 99,757 EUR | 99.91% | 99.91% |
| 20/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,291 EUR | 100,289 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,971 EUR | 99,970 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 99.55 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,330 EUR | 100,330 EUR | 79.85% | 79.85% |
| 15/11/2024 | 1.01% | 98.80 % | 99.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,830 EUR | 99,830 EUR | 88.13% | 88.13% |
| 14/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,708 EUR | 99,708 EUR | 65.20% | 65.20% |
| 13/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,946 EUR | 99,946 EUR | 75.88% | 75.88% |
| 12/11/2024 | 1.00% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,227 EUR | 100,229 EUR | 50.43% | 50.43% |
| 11/11/2024 | 1.00% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,323 EUR | 100,322 EUR | 80.88% | 80.88% |
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