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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 | 1.05% | 94.55 % | 95.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,322 EUR | 95,322 EUR | 85.71% | 85.71% |
| 22/11/2024 | 1.07% | 93.20 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,684 EUR | 93,684 EUR | 99.91% | 99.91% |
| 20/11/2024 | 1.08% | 91.75 % | 92.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,441 EUR | 93,441 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.09% | 91.50 % | 92.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,371 EUR | 92,371 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.07% | 92.75 % | 93.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,657 EUR | 93,657 EUR | 77.74% | 77.74% |
| 15/11/2024 | 1.07% | 92.80 % | 93.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,118 EUR | 94,118 EUR | 92.55% | 92.55% |
| 14/11/2024 | 1.07% | 93.20 % | 94.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,174 EUR | 94,174 EUR | 63.04% | 63.04% |
| 13/11/2024 | 1.08% | 91.65 % | 92.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,347 EUR | 93,347 EUR | 73.42% | 73.42% |
| 12/11/2024 | 1.07% | 91.75 % | 92.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,373 EUR | 94,373 EUR | 50.47% | 50.47% |
| 11/11/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,055 EUR | 96,055 EUR | 81.05% | 81.05% |
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