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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% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,705 EUR | 99,705 EUR | 98.11% | 98.11% |
| 22/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,574 EUR | 99,574 EUR | 99.91% | 99.91% |
| 20/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,801 EUR | 99,802 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,809 EUR | 99,811 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,170 EUR | 100,178 EUR | 78.56% | 78.56% |
| 15/11/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,164 EUR | 100,167 EUR | 93.77% | 93.77% |
| 14/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,804 EUR | 99,804 EUR | 62.87% | 62.87% |
| 13/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,584 EUR | 99,584 EUR | 62.67% | 62.67% |
| 12/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,821 EUR | 98,821 EUR | 50.35% | 50.35% |
| 11/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,182 EUR | 99,182 EUR | 81.45% | 81.45% |
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