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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 | 1.32% | 74.35 % | 75.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,044 EUR | 76,044 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.35% | 73.30 % | 74.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,366 EUR | 74,366 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.31% | 75.50 % | 76.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,757 EUR | 76,757 EUR | 68.07% | 68.07% |
| 15/11/2024 | 1.30% | 76.20 % | 77.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,402 EUR | 77,402 EUR | 87.59% | 87.59% |
| 14/11/2024 | 1.32% | 75.80 % | 76.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 75,024 EUR | 76,024 EUR | 63.61% | 63.61% |
| 13/11/2024 | 1.36% | 72.85 % | 73.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 72,978 EUR | 73,978 EUR | 62.77% | 62.77% |
| 12/11/2024 | 1.35% | 74.05 % | 75.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 73,849 EUR | 74,849 EUR | 18.50% | 18.50% |
| 11/11/2024 | 1.28% | 77.85 % | 78.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,477 EUR | 78,477 EUR | 63.75% | 63.75% |
| 08/11/2024 | 1.28% | 77.30 % | 78.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,887 EUR | 78,887 EUR | 75.74% | 75.74% |
| 07/11/2024 | 1.20% | 82.95 % | 83.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 82,610 EUR | 83,610 EUR | 99.16% | 99.16% |
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