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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 | 1.25% | 55.00 % | 55.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 83,220 EUR | 84,270 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.28% | 54.08 % | 54.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 81,260 EUR | 82,310 EUR | 89.38% | 89.38% |
| 18/11/2024 | 1.25% | 55.60 % | 56.30 % | 150,000 | 150,000 | 150,000 | 150,000 | 83,644 EUR | 84,694 EUR | 99.67% | 99.67% |
| 15/11/2024 | 1.24% | 56.09 % | 56.79 % | 150,000 | 150,000 | 150,000 | 150,000 | 84,053 EUR | 85,103 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.27% | 55.72 % | 56.42 % | 150,000 | 150,000 | 150,000 | 150,000 | 82,391 EUR | 83,441 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.30% | 53.67 % | 54.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 80,369 EUR | 81,419 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.30% | 52.64 % | 53.34 % | 150,000 | 150,000 | 150,000 | 150,000 | 80,519 EUR | 81,569 EUR | 98.72% | 98.72% |
| 11/11/2024 | 1.23% | 56.56 % | 57.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 84,578 EUR | 85,628 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.23% | 56.02 % | 56.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 84,999 EUR | 86,049 EUR | 99.83% | 99.83% |
| 07/11/2024 | 1.17% | 59.95 % | 60.65 % | 150,000 | 150,000 | 150,000 | 150,000 | 89,477 EUR | 90,527 EUR | 100.00% | 100.00% |
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