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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 | 1.37% | 71.15 % | 72.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,683 EUR | 73,683 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.35% | 73.35 % | 74.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,329 EUR | 74,329 EUR | 93.72% | 93.72% |
| 18/11/2024 | 1.35% | 73.35 % | 74.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,317 EUR | 74,317 EUR | 77.48% | 77.48% |
| 15/11/2024 | 1.34% | 73.45 % | 74.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,968 EUR | 74,968 EUR | 92.61% | 92.61% |
| 14/11/2024 | 1.33% | 74.50 % | 75.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,664 EUR | 75,664 EUR | 28.73% | 28.73% |
| 13/11/2024 | 1.32% | 73.55 % | 74.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,137 EUR | 76,137 EUR | 62.81% | 62.81% |
| 12/11/2024 | 1.24% | 80.20 % | 81.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,097 EUR | 81,097 EUR | 18.39% | 18.39% |
| 11/11/2024 | 1.12% | 89.00 % | 90.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,162 EUR | 90,162 EUR | 79.46% | 79.46% |
| 08/11/2024 | 1.13% | 88.15 % | 89.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,199 EUR | 89,199 EUR | 86.98% | 86.98% |
| 07/11/2024 | 1.11% | 89.05 % | 90.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,400 EUR | 90,400 EUR | 99.16% | 99.16% |
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