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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.03% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,936 EUR | 97,936 EUR | 98.11% | 98.11% |
| 22/11/2024 | 1.04% | 95.90 % | 96.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,271 EUR | 96,271 EUR | 99.91% | 99.91% |
| 20/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,031 EUR | 97,031 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,379 EUR | 96,379 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.04% | 96.00 % | 97.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,867 EUR | 96,867 EUR | 76.53% | 76.53% |
| 15/11/2024 | 1.03% | 96.25 % | 97.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,646 EUR | 97,646 EUR | 92.14% | 92.14% |
| 14/11/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,775 EUR | 97,775 EUR | 63.02% | 63.02% |
| 13/11/2024 | 1.03% | 96.20 % | 97.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,662 EUR | 97,662 EUR | 73.81% | 73.81% |
| 12/11/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,931 EUR | 97,931 EUR | 51.81% | 51.81% |
| 11/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,801 EUR | 98,801 EUR | 80.68% | 80.68% |
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