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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 | 1.15% | 85.50 % | 86.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,112 EUR | 87,112 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.15% | 86.65 % | 87.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,708 EUR | 87,708 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.14% | 87.40 % | 88.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,970 EUR | 87,970 EUR | 77.71% | 77.71% |
| 15/11/2024 | 1.12% | 87.75 % | 88.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,408 EUR | 89,408 EUR | 92.56% | 92.56% |
| 14/11/2024 | 1.11% | 89.40 % | 90.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,279 EUR | 90,279 EUR | 65.21% | 65.21% |
| 13/11/2024 | 1.14% | 87.00 % | 88.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,205 EUR | 88,205 EUR | 75.02% | 75.02% |
| 12/11/2024 | 1.12% | 88.05 % | 89.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,491 EUR | 89,491 EUR | 50.42% | 50.42% |
| 11/11/2024 | 1.12% | 88.65 % | 89.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,756 EUR | 89,756 EUR | 81.23% | 81.23% |
| 08/11/2024 | 1.13% | 87.80 % | 88.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,761 EUR | 88,761 EUR | 86.76% | 86.76% |
| 07/11/2024 | 1.13% | 88.15 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,957 EUR | 88,957 EUR | 99.16% | 99.16% |
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