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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 | 1.00% | 99.75 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,732 EUR | 100,734 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.00% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,591 EUR | 100,591 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.00% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,762 EUR | 100,761 EUR | 76.15% | 76.15% |
| 15/11/2024 | 1.00% | 99.85 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,634 EUR | 100,631 EUR | 88.27% | 88.27% |
| 14/11/2024 | 1.01% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,559 EUR | 100,570 EUR | 65.63% | 65.63% |
| 13/11/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,330 EUR | 100,330 EUR | 73.45% | 73.45% |
| 12/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,315 EUR | 100,318 EUR | 51.81% | 51.81% |
| 11/11/2024 | 0.99% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,564 EUR | 100,558 EUR | 77.42% | 77.42% |
| 08/11/2024 | 1.00% | 99.15 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,016 EUR | 100,015 EUR | 86.92% | 86.92% |
| 07/11/2024 | 1.00% | 99.05 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,293 EUR | 100,292 EUR | 99.16% | 99.16% |
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