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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 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,664 EUR | 97,664 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,673 EUR | 96,673 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,748 EUR | 98,748 EUR | 76.93% | 76.93% |
| 15/11/2024 | 1.01% | 97.95 % | 98.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,124 EUR | 99,124 EUR | 92.57% | 92.57% |
| 14/11/2024 | 1.01% | 98.45 % | 99.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,231 EUR | 99,231 EUR | 28.78% | 28.78% |
| 13/11/2024 | 1.02% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,289 EUR | 98,289 EUR | 62.43% | 62.43% |
| 12/11/2024 | 1.00% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,668 EUR | 99,663 EUR | 31.63% | 31.63% |
| 11/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,827 EUR | 97,827 EUR | 63.31% | 63.31% |
| 08/11/2024 | 1.05% | 94.45 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,653 EUR | 95,653 EUR | 86.99% | 86.99% |
| 07/11/2024 | 1.05% | 94.90 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,153 EUR | 96,153 EUR | 99.16% | 99.16% |
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