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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 | 1.13% | 87.00 % | 88.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,903 EUR | 88,903 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.15% | 87.80 % | 88.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,393 EUR | 87,393 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.12% | 88.40 % | 89.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,711 EUR | 89,711 EUR | 77.68% | 77.68% |
| 15/11/2024 | 1.11% | 89.65 % | 90.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,270 EUR | 90,270 EUR | 93.53% | 93.53% |
| 14/11/2024 | 1.14% | 87.55 % | 88.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,259 EUR | 88,259 EUR | 28.73% | 28.73% |
| 13/11/2024 | 1.14% | 86.15 % | 87.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,580 EUR | 88,580 EUR | 75.21% | 75.21% |
| 12/11/2024 | 1.12% | 88.10 % | 89.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,401 EUR | 89,401 EUR | 50.46% | 50.46% |
| 11/11/2024 | 1.12% | 89.20 % | 90.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,526 EUR | 89,526 EUR | 77.47% | 77.47% |
| 08/11/2024 | 1.13% | 88.10 % | 89.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,353 EUR | 89,353 EUR | 87.30% | 87.30% |
| 07/11/2024 | 1.13% | 87.95 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,819 EUR | 88,819 EUR | 99.16% | 99.16% |
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