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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 | 1.33% | 73.15 % | 74.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,478 EUR | 75,478 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.35% | 74.55 % | 75.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,563 EUR | 74,563 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.30% | 75.95 % | 76.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,247 EUR | 77,247 EUR | 79.08% | 79.08% |
| 15/11/2024 | 1.28% | 76.95 % | 77.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,589 EUR | 78,589 EUR | 88.10% | 88.10% |
| 14/11/2024 | 1.31% | 76.70 % | 77.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,130 EUR | 77,130 EUR | 65.47% | 65.47% |
| 13/11/2024 | 1.31% | 75.10 % | 76.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,949 EUR | 76,949 EUR | 62.73% | 62.73% |
| 12/11/2024 | 1.30% | 76.20 % | 77.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,534 EUR | 77,534 EUR | 15.22% | 15.22% |
| 11/11/2024 | 1.28% | 77.80 % | 78.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,571 EUR | 78,571 EUR | 62.49% | 62.49% |
| 08/11/2024 | 1.29% | 76.90 % | 77.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,817 EUR | 77,817 EUR | 84.89% | 84.89% |
| 07/11/2024 | 1.26% | 78.95 % | 79.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,850 EUR | 79,850 EUR | 47.72% | 47.72% |
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