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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 | 1.29% | 53.49 % | 54.19 % | 150,000 | 150,000 | 150,000 | 150,000 | 80,616 EUR | 81,666 EUR | 100.00% | 100.00% |
| 19/11/2024 | 1.30% | 54.02 % | 54.72 % | 150,000 | 150,000 | 150,000 | 150,000 | 80,096 EUR | 81,146 EUR | 89.36% | 89.36% |
| 18/11/2024 | 1.26% | 55.34 % | 56.04 % | 150,000 | 150,000 | 150,000 | 150,000 | 82,907 EUR | 83,957 EUR | 99.68% | 99.68% |
| 15/11/2024 | 1.25% | 55.38 % | 56.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 83,414 EUR | 84,464 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.26% | 55.87 % | 56.57 % | 150,000 | 150,000 | 150,000 | 150,000 | 83,116 EUR | 84,166 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.28% | 54.11 % | 54.81 % | 150,000 | 150,000 | 150,000 | 150,000 | 81,352 EUR | 82,402 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.26% | 54.52 % | 55.22 % | 150,000 | 150,000 | 150,000 | 150,000 | 82,488 EUR | 83,538 EUR | 98.74% | 98.74% |
| 11/11/2024 | 1.26% | 55.83 % | 56.53 % | 150,000 | 150,000 | 150,000 | 150,000 | 82,920 EUR | 83,970 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.27% | 54.50 % | 55.20 % | 150,000 | 150,000 | 150,000 | 150,000 | 82,258 EUR | 83,308 EUR | 99.84% | 99.84% |
| 07/11/2024 | 1.22% | 57.04 % | 57.74 % | 150,000 | 150,000 | 150,000 | 150,000 | 85,548 EUR | 86,598 EUR | 100.00% | 100.00% |
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