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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 | 1.08% | 91.35 % | 92.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,908 EUR | 92,908 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.08% | 92.35 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,289 EUR | 93,289 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.07% | 93.20 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,177 EUR | 94,177 EUR | 69.05% | 69.05% |
| 15/11/2024 | 1.06% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,016 EUR | 95,016 EUR | 92.48% | 92.48% |
| 14/11/2024 | 1.07% | 93.10 % | 94.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,255 EUR | 94,255 EUR | 28.09% | 28.09% |
| 13/11/2024 | 1.05% | 93.45 % | 94.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,371 EUR | 95,371 EUR | 73.26% | 73.26% |
| 12/11/2024 | 1.04% | 94.80 % | 95.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,296 EUR | 96,296 EUR | 51.24% | 51.24% |
| 11/11/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,400 EUR | 96,400 EUR | 81.47% | 81.47% |
| 08/11/2024 | 1.04% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,435 EUR | 96,435 EUR | 86.93% | 86.93% |
| 07/11/2024 | 1.03% | 96.50 % | 97.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,425 EUR | 97,425 EUR | 99.16% | 99.16% |
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