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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% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,459 EUR | 100,468 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,330 EUR | 100,331 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 99.25 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,327 EUR | 100,338 EUR | 68.56% | 68.56% |
| 15/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,045 EUR | 100,046 EUR | 88.19% | 88.19% |
| 14/11/2024 | 1.01% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,653 EUR | 99,653 EUR | 38.48% | 38.48% |
| 13/11/2024 | 1.01% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,532 EUR | 99,532 EUR | 74.79% | 74.79% |
| 12/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,753 EUR | 99,753 EUR | 51.33% | 51.33% |
| 11/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,602 EUR | 99,602 EUR | 79.65% | 79.65% |
| 08/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,097 EUR | 99,097 EUR | 86.83% | 86.83% |
| 07/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,473 EUR | 99,473 EUR | 99.16% | 99.16% |
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