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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 | 1.04% | 95.80 % | 96.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,066 EUR | 97,066 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 95.55 % | 96.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,519 EUR | 96,519 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.04% | 96.10 % | 97.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,874 EUR | 96,874 EUR | 76.63% | 76.63% |
| 15/11/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,695 EUR | 97,695 EUR | 87.61% | 87.61% |
| 14/11/2024 | 1.03% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,796 EUR | 97,796 EUR | 65.65% | 65.65% |
| 13/11/2024 | 1.03% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,670 EUR | 97,670 EUR | 74.95% | 74.95% |
| 12/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,001 EUR | 98,001 EUR | 50.99% | 50.99% |
| 11/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,819 EUR | 98,819 EUR | 65.00% | 65.00% |
| 08/11/2024 | 1.02% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,062 EUR | 98,062 EUR | 86.98% | 86.98% |
| 07/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,450 EUR | 98,450 EUR | 99.16% | 99.16% |
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