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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.01% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,680 EUR | 100,691 EUR | 98.11% | 98.11% |
| 22/11/2024 | 0.98% | 99.65 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,644 EUR | 100,625 EUR | 99.91% | 99.91% |
| 20/11/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,699 EUR | 100,700 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,693 EUR | 100,703 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.03% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,767 EUR | 100,800 EUR | 77.72% | 77.72% |
| 15/11/2024 | 1.02% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,771 EUR | 100,793 EUR | 92.57% | 92.57% |
| 14/11/2024 | 0.99% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,728 EUR | 100,719 EUR | 65.12% | 65.12% |
| 13/11/2024 | 1.00% | 99.60 % | 100.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,730 EUR | 100,728 EUR | 75.02% | 75.02% |
| 12/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,412 EUR | 100,415 EUR | 50.55% | 50.55% |
| 11/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,426 EUR | 100,429 EUR | 78.88% | 78.88% |
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