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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 | 1.03% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,226 EUR | 97,226 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,920 EUR | 96,920 EUR | 93.71% | 93.71% |
| 18/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,871 EUR | 97,871 EUR | 76.33% | 76.33% |
| 15/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,923 EUR | 97,923 EUR | 88.12% | 88.12% |
| 14/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,500 EUR | 97,500 EUR | 63.30% | 63.30% |
| 13/11/2024 | 1.04% | 95.00 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,584 EUR | 96,584 EUR | 73.83% | 73.83% |
| 12/11/2024 | 1.03% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,502 EUR | 97,502 EUR | 51.55% | 51.55% |
| 11/11/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,109 EUR | 98,109 EUR | 77.49% | 77.49% |
| 08/11/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,656 EUR | 97,656 EUR | 87.14% | 87.14% |
| 07/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,543 EUR | 97,543 EUR | 99.16% | 99.16% |
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