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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 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,277 EUR | 99,277 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,990 EUR | 98,990 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,437 EUR | 99,437 EUR | 76.09% | 76.09% |
| 15/11/2024 | 1.01% | 98.20 % | 99.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,024 EUR | 99,024 EUR | 92.33% | 92.33% |
| 14/11/2024 | 1.02% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,887 EUR | 98,887 EUR | 63.61% | 63.61% |
| 13/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,926 EUR | 98,926 EUR | 75.45% | 75.45% |
| 12/11/2024 | 1.01% | 97.90 % | 98.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,047 EUR | 99,047 EUR | 50.77% | 50.77% |
| 11/11/2024 | 1.01% | 98.30 % | 99.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,143 EUR | 99,143 EUR | 62.78% | 62.78% |
| 08/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,617 EUR | 98,617 EUR | 87.03% | 87.03% |
| 07/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,035 EUR | 99,035 EUR | 99.16% | 99.16% |
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