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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 | 1.02% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,945 EUR | 98,945 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,885 EUR | 98,885 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,402 EUR | 98,402 EUR | 75.95% | 75.95% |
| 15/11/2024 | 1.02% | 97.15 % | 98.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,272 EUR | 98,272 EUR | 93.68% | 93.68% |
| 14/11/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,123 EUR | 98,123 EUR | 63.59% | 63.59% |
| 13/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,232 EUR | 98,232 EUR | 75.44% | 75.44% |
| 12/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,809 EUR | 98,808 EUR | 51.67% | 51.67% |
| 11/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,583 EUR | 98,583 EUR | 63.91% | 63.91% |
| 08/11/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,598 EUR | 97,598 EUR | 86.75% | 86.75% |
| 07/11/2024 | 1.04% | 96.65 % | 97.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,730 EUR | 96,730 EUR | 99.16% | 99.16% |
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