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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 | 1.21% | 81.45 % | 82.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,186 EUR | 83,186 EUR | 95.01% | 95.01% |
| 19/11/2024 | 1.20% | 82.75 % | 83.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,827 EUR | 83,827 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.18% | 84.25 % | 85.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,972 EUR | 84,972 EUR | 76.32% | 76.32% |
| 15/11/2024 | 1.16% | 85.35 % | 86.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,353 EUR | 86,353 EUR | 87.73% | 87.73% |
| 14/11/2024 | 1.18% | 84.05 % | 85.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,094 EUR | 85,094 EUR | 28.00% | 28.00% |
| 13/11/2024 | 1.16% | 85.00 % | 86.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,747 EUR | 86,747 EUR | 60.48% | 60.48% |
| 12/11/2024 | 1.12% | 87.50 % | 88.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,484 EUR | 89,484 EUR | 37.08% | 37.08% |
| 11/11/2024 | 1.12% | 89.10 % | 90.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,929 EUR | 89,929 EUR | 62.83% | 62.83% |
| 08/11/2024 | - | - % | - % | 0 | 0 | 0 | 0 | 0 EUR | 0 EUR | 0.00% | 0.00% |
| 07/11/2024 | 1.07% | 93.25 % | 94.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,080 EUR | 94,080 EUR | 97.67% | 97.67% |
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