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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 | 0.83% | 83.56 % | 84.26 % | 150,000 | 150,000 | 150,000 | 150,000 | 126,125 EUR | 127,175 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.83% | 83.99 % | 84.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 125,306 EUR | 126,356 EUR | 89.36% | 89.36% |
| 18/11/2024 | 0.82% | 84.73 % | 85.43 % | 150,000 | 150,000 | 150,000 | 149,996 | 127,150 EUR | 128,196 EUR | 99.67% | 99.67% |
| 15/11/2024 | 0.81% | 85.37 % | 86.07 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,520 EUR | 129,570 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.81% | 86.32 % | 87.02 % | 150,000 | 150,000 | 150,000 | 150,000 | 129,333 EUR | 130,383 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.81% | 85.54 % | 86.24 % | 150,000 | 150,000 | 150,000 | 150,000 | 128,791 EUR | 129,841 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.80% | 86.00 % | 86.70 % | 150,000 | 150,000 | 150,000 | 150,000 | 130,290 EUR | 131,340 EUR | 98.74% | 98.74% |
| 11/11/2024 | 0.79% | 88.14 % | 88.84 % | 150,000 | 150,000 | 150,000 | 149,997 | 132,362 EUR | 133,409 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 87.66 % | 88.36 % | 150,000 | 150,000 | 150,000 | 150,000 | 132,018 EUR | 133,068 EUR | 99.83% | 99.83% |
| 07/11/2024 | 0.78% | 89.26 % | 89.96 % | 150,000 | 150,000 | 150,000 | 150,000 | 133,550 EUR | 134,600 EUR | 100.00% | 100.00% |
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