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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 | 1.25% | 78.70 % | 79.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,412 EUR | 80,412 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.26% | 78.45 % | 79.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,563 EUR | 79,563 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.24% | 80.35 % | 81.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,883 EUR | 80,883 EUR | 78.16% | 78.16% |
| 15/11/2024 | 1.24% | 80.05 % | 81.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,345 EUR | 81,345 EUR | 88.13% | 88.13% |
| 14/11/2024 | 1.25% | 80.00 % | 81.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,708 EUR | 80,708 EUR | 65.65% | 65.65% |
| 13/11/2024 | 1.27% | 78.20 % | 79.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,432 EUR | 79,432 EUR | 61.11% | 61.11% |
| 12/11/2024 | 1.24% | 80.00 % | 81.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,252 EUR | 81,252 EUR | 30.49% | 30.49% |
| 11/11/2024 | 1.21% | 81.95 % | 82.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,401 EUR | 83,401 EUR | 81.28% | 81.28% |
| 08/11/2024 | 1.21% | 81.45 % | 82.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,070 EUR | 83,070 EUR | 84.62% | 84.62% |
| 07/11/2024 | 1.18% | 85.00 % | 86.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,095 EUR | 85,095 EUR | 99.16% | 99.16% |
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