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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 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,896 EUR | 99,895 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,906 EUR | 99,908 EUR | 93.72% | 93.72% |
| 18/11/2024 | 0.99% | 99.05 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,022 EUR | 100,011 EUR | 68.60% | 68.60% |
| 15/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,020 EUR | 100,015 EUR | 87.92% | 87.92% |
| 14/11/2024 | 1.00% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,928 EUR | 99,926 EUR | 63.17% | 63.17% |
| 13/11/2024 | 1.01% | 98.75 % | 99.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,706 EUR | 99,706 EUR | 62.66% | 62.66% |
| 12/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,193 EUR | 99,193 EUR | 51.15% | 51.15% |
| 11/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,249 EUR | 99,249 EUR | 61.51% | 61.51% |
| 08/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,957 EUR | 98,957 EUR | 86.78% | 86.78% |
| 07/11/2024 | 1.02% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,900 EUR | 98,900 EUR | 99.16% | 99.16% |
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