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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% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,081 EUR | 97,081 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,983 EUR | 96,983 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,420 EUR | 97,420 EUR | 76.53% | 76.53% |
| 15/11/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,362 EUR | 97,362 EUR | 88.06% | 88.06% |
| 14/11/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,190 EUR | 97,190 EUR | 65.63% | 65.63% |
| 13/11/2024 | 1.03% | 95.95 % | 96.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,183 EUR | 97,183 EUR | 74.68% | 74.68% |
| 12/11/2024 | 1.03% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,159 EUR | 97,159 EUR | 51.42% | 51.42% |
| 11/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,644 EUR | 97,644 EUR | 79.25% | 79.25% |
| 08/11/2024 | 1.03% | 96.80 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,739 EUR | 97,739 EUR | 86.80% | 86.80% |
| 07/11/2024 | 1.03% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,609 EUR | 97,609 EUR | 99.16% | 99.16% |
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