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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 | 1.02% | 99.35 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,363 EUR | 100,383 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,289 EUR | 100,289 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.01% | 99.40 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,341 EUR | 100,346 EUR | 78.50% | 78.50% |
| 15/11/2024 | 1.00% | 99.25 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,250 EUR | 100,250 EUR | 92.78% | 92.78% |
| 14/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,199 EUR | 100,198 EUR | 65.15% | 65.15% |
| 13/11/2024 | 1.01% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,196 EUR | 100,198 EUR | 73.36% | 73.36% |
| 12/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,138 EUR | 100,133 EUR | 51.28% | 51.28% |
| 11/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,201 EUR | 100,200 EUR | 61.74% | 61.74% |
| 08/11/2024 | 1.00% | 99.15 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,142 EUR | 100,143 EUR | 87.00% | 87.00% |
| 07/11/2024 | 1.02% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,128 EUR | 100,141 EUR | 99.16% | 99.16% |
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