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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 | 1.11% | 88.40 % | 89.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,472 EUR | 90,472 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.11% | 89.25 % | 90.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,475 EUR | 90,475 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.12% | 89.70 % | 90.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,073 EUR | 90,073 EUR | 77.91% | 77.91% |
| 15/11/2024 | 1.08% | 90.75 % | 91.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,744 EUR | 92,744 EUR | 89.35% | 89.35% |
| 14/11/2024 | 1.07% | 93.35 % | 94.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,317 EUR | 94,317 EUR | 29.82% | 29.82% |
| 13/11/2024 | 1.11% | 89.70 % | 90.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,726 EUR | 90,726 EUR | 75.43% | 75.43% |
| 12/11/2024 | 1.09% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,927 EUR | 91,927 EUR | 50.47% | 50.47% |
| 11/11/2024 | 1.10% | 90.55 % | 91.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,654 EUR | 91,654 EUR | 78.99% | 78.99% |
| 08/11/2024 | 1.11% | 89.35 % | 90.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,379 EUR | 90,379 EUR | 86.82% | 86.82% |
| 07/11/2024 | 1.11% | 89.45 % | 90.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 89,193 EUR | 90,193 EUR | 99.16% | 99.16% |
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