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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 | 0.75% | 93.30 % | 94.00 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,154 EUR | 141,204 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.74% | 93.90 % | 94.60 % | 150,000 | 150,000 | 150,000 | 150,000 | 140,770 EUR | 141,820 EUR | 89.40% | 89.40% |
| 18/11/2024 | 0.74% | 94.35 % | 95.05 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,374 EUR | 142,424 EUR | 99.66% | 99.66% |
| 15/11/2024 | 0.74% | 94.20 % | 94.90 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,688 EUR | 142,738 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.74% | 94.73 % | 95.43 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,941 EUR | 142,991 EUR | 100.00% | 100.00% |
| 13/11/2024 | 0.74% | 94.38 % | 95.08 % | 150,000 | 150,000 | 150,000 | 150,000 | 141,449 EUR | 142,499 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.74% | 94.77 % | 95.47 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,239 EUR | 143,289 EUR | 98.72% | 98.72% |
| 11/11/2024 | 0.73% | 95.17 % | 95.87 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,808 EUR | 143,858 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.74% | 94.86 % | 95.56 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,234 EUR | 143,284 EUR | 99.84% | 99.84% |
| 07/11/2024 | 0.73% | 94.99 % | 95.69 % | 150,000 | 150,000 | 150,000 | 150,000 | 142,403 EUR | 143,453 EUR | 100.00% | 100.00% |
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