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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 | 1.04% | 94.95 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,331 EUR | 96,331 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.05% | 95.20 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,079 EUR | 96,079 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,764 EUR | 97,764 EUR | 76.53% | 76.53% |
| 15/11/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,170 EUR | 98,170 EUR | 92.46% | 92.46% |
| 14/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,297 EUR | 98,297 EUR | 63.27% | 63.27% |
| 13/11/2024 | 1.04% | 95.20 % | 96.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,518 EUR | 96,518 EUR | 75.09% | 75.09% |
| 12/11/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,081 EUR | 97,081 EUR | 51.63% | 51.63% |
| 11/11/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,957 EUR | 97,957 EUR | 61.47% | 61.47% |
| 08/11/2024 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,420 EUR | 97,420 EUR | 87.13% | 87.13% |
| 07/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,744 EUR | 97,744 EUR | 99.16% | 99.16% |
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