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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 | 0.82% | 84.29 % | 84.99 % | 150,000 | 150,000 | 150,000 | 150,000 | 127,722 EUR | 128,772 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 88.69 % | 89.39 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,942 EUR | 133,992 EUR | 89.40% | 89.40% |
| 18/11/2024 | 0.79% | 88.67 % | 89.37 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,094 EUR | 134,144 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.79% | 88.77 % | 89.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,995 EUR | 134,045 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.80% | 88.20 % | 88.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 131,134 EUR | 132,184 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.79% | 87.15 % | 87.85 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,239 EUR | 133,289 EUR | 99.36% | 99.36% |
| 12/11/2024 | 0.77% | 89.14 % | 89.84 % | 150,000 | 150,000 | 150,000 | 150,000 | 136,194 EUR | 137,244 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.74% | 94.51 % | 95.21 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,799 EUR | 142,849 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 93.92 % | 94.62 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,218 EUR | 143,268 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.73% | 96.08 % | 96.78 % | 150,000 | 150,000 | 150,000 | 150,000 | 144,214 EUR | 145,264 EUR | 100.00% | 100.00% |
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