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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 | 1.19% | 82.60 % | 83.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,213 EUR | 84,213 EUR | 95.37% | 95.37% |
| 19/11/2024 | 1.20% | 82.85 % | 83.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,603 EUR | 83,603 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.20% | 82.90 % | 83.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,149 EUR | 84,149 EUR | 79.03% | 79.03% |
| 15/11/2024 | 1.21% | 82.10 % | 83.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,456 EUR | 83,456 EUR | 88.19% | 88.19% |
| 14/11/2024 | 1.22% | 82.00 % | 83.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,172 EUR | 82,172 EUR | 63.12% | 63.12% |
| 13/11/2024 | 1.24% | 78.40 % | 79.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,180 EUR | 81,180 EUR | 73.73% | 73.73% |
| 12/11/2024 | 1.21% | 81.35 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,453 EUR | 83,453 EUR | 49.78% | 49.78% |
| 11/11/2024 | 1.21% | 82.70 % | 83.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,175 EUR | 83,175 EUR | 81.53% | 81.53% |
| 08/11/2024 | 1.22% | 81.25 % | 82.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,312 EUR | 82,312 EUR | 75.78% | 75.78% |
| 07/11/2024 | 1.17% | 84.80 % | 85.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,813 EUR | 85,813 EUR | 97.51% | 97.51% |
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