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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% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,223 EUR | 99,223 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,206 EUR | 99,206 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,630 EUR | 99,630 EUR | 78.06% | 78.06% |
| 15/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,392 EUR | 99,392 EUR | 88.12% | 88.12% |
| 14/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,037 EUR | 99,037 EUR | 63.44% | 63.44% |
| 13/11/2024 | 1.02% | 97.00 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,669 EUR | 98,669 EUR | 73.36% | 73.36% |
| 12/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,394 EUR | 99,394 EUR | 51.23% | 51.23% |
| 11/11/2024 | 1.01% | 98.55 % | 99.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,417 EUR | 99,417 EUR | 61.60% | 61.60% |
| 08/11/2024 | 1.01% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,197 EUR | 99,197 EUR | 86.79% | 86.79% |
| 07/11/2024 | 1.01% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,775 EUR | 99,774 EUR | 99.16% | 99.16% |
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