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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 | 1.02% | 96.70 % | 97.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,087 EUR | 98,087 EUR | 95.58% | 95.58% |
| 19/11/2024 | 1.03% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,060 EUR | 98,060 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.02% | 97.75 % | 98.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,659 EUR | 98,659 EUR | 76.39% | 76.39% |
| 15/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,604 EUR | 98,604 EUR | 93.68% | 93.68% |
| 14/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,318 EUR | 98,318 EUR | 63.03% | 63.03% |
| 13/11/2024 | 1.02% | 96.95 % | 97.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,320 EUR | 98,320 EUR | 75.09% | 75.09% |
| 12/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,559 EUR | 98,559 EUR | 51.71% | 51.71% |
| 11/11/2024 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,942 EUR | 98,942 EUR | 61.17% | 61.17% |
| 08/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,398 EUR | 98,398 EUR | 86.85% | 86.85% |
| 07/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,590 EUR | 98,590 EUR | 99.16% | 99.16% |
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