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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 | 1.19% | 82.45 % | 83.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,648 EUR | 84,648 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.19% | 83.40 % | 84.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,653 EUR | 84,653 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.20% | 83.85 % | 84.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,156 EUR | 84,156 EUR | 75.65% | 75.65% |
| 15/11/2024 | 1.15% | 85.50 % | 86.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,427 EUR | 87,427 EUR | 92.16% | 92.16% |
| 14/11/2024 | 1.12% | 88.70 % | 89.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,618 EUR | 89,618 EUR | 29.72% | 29.72% |
| 13/11/2024 | 1.18% | 83.95 % | 84.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,058 EUR | 85,058 EUR | 75.32% | 75.32% |
| 12/11/2024 | 1.16% | 84.85 % | 85.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,455 EUR | 86,455 EUR | 51.26% | 51.26% |
| 11/11/2024 | 1.17% | 84.95 % | 85.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,055 EUR | 86,055 EUR | 79.45% | 79.45% |
| 08/11/2024 | 1.19% | 83.70 % | 84.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,722 EUR | 84,722 EUR | 86.80% | 86.80% |
| 07/11/2024 | 1.19% | 83.85 % | 84.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,519 EUR | 84,519 EUR | 99.16% | 99.16% |
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