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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% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,896 EUR | 100,910 EUR | 98.15% | 98.15% |
| 19/11/2024 | 0.99% | 99.85 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,856 EUR | 100,852 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.00% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,997 EUR | 101,005 EUR | 67.86% | 67.86% |
| 15/11/2024 | 1.00% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,960 EUR | 100,966 EUR | 92.82% | 92.82% |
| 14/11/2024 | 0.99% | 99.95 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,851 EUR | 100,843 EUR | 63.44% | 63.44% |
| 13/11/2024 | 0.99% | 99.45 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,653 EUR | 100,649 EUR | 73.37% | 73.37% |
| 12/11/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,759 EUR | 100,758 EUR | 51.24% | 51.24% |
| 11/11/2024 | 0.99% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,894 EUR | 100,888 EUR | 77.69% | 77.69% |
| 08/11/2024 | 1.01% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,763 EUR | 100,776 EUR | 86.96% | 86.96% |
| 07/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,883 EUR | 100,890 EUR | 99.16% | 99.16% |
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