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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 | 1.30% | 75.25 % | 76.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,391 EUR | 77,391 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.30% | 76.10 % | 77.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,328 EUR | 77,328 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.31% | 76.70 % | 77.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,979 EUR | 76,979 EUR | 76.49% | 76.49% |
| 15/11/2024 | 1.25% | 78.30 % | 79.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,399 EUR | 80,399 EUR | 92.22% | 92.22% |
| 14/11/2024 | 1.22% | 81.80 % | 82.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 81,761 EUR | 82,761 EUR | 29.61% | 29.61% |
| 13/11/2024 | 1.29% | 76.95 % | 77.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,169 EUR | 78,169 EUR | 74.68% | 74.68% |
| 12/11/2024 | 1.26% | 78.00 % | 79.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,689 EUR | 79,689 EUR | 50.92% | 50.92% |
| 11/11/2024 | 1.27% | 78.20 % | 79.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,310 EUR | 79,310 EUR | 78.87% | 78.87% |
| 08/11/2024 | 1.29% | 76.90 % | 77.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,964 EUR | 77,964 EUR | 87.04% | 87.04% |
| 07/11/2024 | 1.29% | 77.30 % | 78.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,893 EUR | 77,893 EUR | 99.16% | 99.16% |
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