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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 | 1.19% | 83.00 % | 84.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,605 EUR | 84,605 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.21% | 82.80 % | 83.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,462 EUR | 83,462 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.18% | 84.85 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,351 EUR | 85,351 EUR | 77.43% | 77.43% |
| 15/11/2024 | 1.18% | 84.25 % | 85.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,295 EUR | 85,295 EUR | 92.81% | 92.81% |
| 14/11/2024 | 1.18% | 84.65 % | 85.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,352 EUR | 85,352 EUR | 63.25% | 63.25% |
| 13/11/2024 | 1.22% | 82.30 % | 83.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,796 EUR | 82,796 EUR | 63.20% | 63.20% |
| 12/11/2024 | 1.18% | 83.60 % | 84.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,315 EUR | 85,315 EUR | 29.82% | 29.82% |
| 11/11/2024 | 1.13% | 87.50 % | 88.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,144 EUR | 89,144 EUR | 79.77% | 79.77% |
| 08/11/2024 | 1.13% | 88.00 % | 89.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,672 EUR | 88,672 EUR | 84.93% | 84.93% |
| 07/11/2024 | 1.12% | 89.10 % | 90.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,977 EUR | 89,977 EUR | 99.16% | 99.16% |
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