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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% | 83.05 % | 84.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,728 EUR | 84,728 EUR | 95.84% | 95.84% |
| 19/11/2024 | 1.20% | 82.85 % | 83.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,971 EUR | 83,971 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.18% | 84.50 % | 85.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,035 EUR | 85,035 EUR | 75.50% | 75.50% |
| 15/11/2024 | 1.17% | 84.40 % | 85.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,697 EUR | 85,697 EUR | 92.12% | 92.12% |
| 14/11/2024 | 1.18% | 84.40 % | 85.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,125 EUR | 85,125 EUR | 65.20% | 65.20% |
| 13/11/2024 | 1.20% | 82.70 % | 83.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,818 EUR | 83,818 EUR | 62.31% | 62.31% |
| 12/11/2024 | 1.18% | 84.40 % | 85.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,547 EUR | 85,547 EUR | 31.49% | 31.49% |
| 11/11/2024 | 1.15% | 86.05 % | 87.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,441 EUR | 87,441 EUR | 78.88% | 78.88% |
| 08/11/2024 | 1.15% | 85.20 % | 86.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,111 EUR | 87,111 EUR | 87.00% | 87.00% |
| 07/11/2024 | 1.13% | 88.70 % | 89.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,917 EUR | 88,917 EUR | 99.16% | 99.16% |
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