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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% | 81.35 % | 82.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,099 EUR | 83,099 EUR | 95.74% | 95.74% |
| 19/11/2024 | 1.21% | 82.40 % | 83.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,454 EUR | 83,454 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.19% | 83.80 % | 84.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,625 EUR | 84,625 EUR | 75.25% | 75.25% |
| 15/11/2024 | 1.18% | 84.30 % | 85.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,268 EUR | 85,268 EUR | 87.69% | 87.69% |
| 14/11/2024 | 1.19% | 83.25 % | 84.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,222 EUR | 84,222 EUR | 28.62% | 28.62% |
| 13/11/2024 | 1.19% | 83.05 % | 84.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,802 EUR | 84,802 EUR | 73.19% | 73.19% |
| 12/11/2024 | 1.15% | 85.15 % | 86.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,112 EUR | 87,112 EUR | 51.14% | 51.14% |
| 11/11/2024 | 1.15% | 86.60 % | 87.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,232 EUR | 87,232 EUR | 63.78% | 63.78% |
| 08/11/2024 | 1.16% | 85.50 % | 86.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,776 EUR | 86,776 EUR | 86.83% | 86.83% |
| 07/11/2024 | 1.14% | 88.00 % | 89.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 87,512 EUR | 88,512 EUR | 99.16% | 99.16% |
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