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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 | 1.15% | 85.30 % | 86.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,548 EUR | 87,548 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.17% | 84.60 % | 85.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,942 EUR | 85,942 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.14% | 87.95 % | 88.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,330 EUR | 88,330 EUR | 77.85% | 77.85% |
| 15/11/2024 | 1.13% | 87.50 % | 88.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,930 EUR | 88,930 EUR | 92.71% | 92.71% |
| 14/11/2024 | 1.15% | 87.25 % | 88.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,810 EUR | 87,810 EUR | 65.64% | 65.64% |
| 13/11/2024 | 1.18% | 83.90 % | 84.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,385 EUR | 85,385 EUR | 61.17% | 61.17% |
| 12/11/2024 | 1.13% | 87.70 % | 88.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,054 EUR | 89,054 EUR | 14.56% | 14.56% |
| 11/11/2024 | 1.09% | 90.35 % | 91.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,933 EUR | 91,933 EUR | 77.76% | 77.76% |
| 08/11/2024 | 1.10% | 89.60 % | 90.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,485 EUR | 91,485 EUR | 84.65% | 84.65% |
| 07/11/2024 | 1.07% | 93.55 % | 94.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,752 EUR | 93,752 EUR | 99.16% | 99.16% |
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