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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% | 78.60 % | 79.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,792 EUR | 80,792 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.24% | 80.25 % | 81.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,307 EUR | 81,307 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.24% | 80.35 % | 81.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,329 EUR | 81,329 EUR | 76.48% | 76.48% |
| 15/11/2024 | 1.23% | 80.40 % | 81.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,760 EUR | 81,760 EUR | 92.85% | 92.85% |
| 14/11/2024 | 1.22% | 81.15 % | 82.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,309 EUR | 82,309 EUR | 28.83% | 28.83% |
| 13/11/2024 | 1.22% | 80.50 % | 81.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,790 EUR | 82,790 EUR | 62.18% | 62.18% |
| 12/11/2024 | 1.16% | 85.75 % | 86.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,849 EUR | 86,849 EUR | 19.60% | 19.60% |
| 11/11/2024 | 1.07% | 92.65 % | 93.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,750 EUR | 93,750 EUR | 77.51% | 77.51% |
| 08/11/2024 | 1.08% | 91.90 % | 92.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,978 EUR | 92,978 EUR | 87.18% | 87.18% |
| 07/11/2024 | 1.07% | 92.55 % | 93.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,881 EUR | 93,881 EUR | 99.16% | 99.16% |
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