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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 | 1.09% | 91.15 % | 92.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,620 EUR | 92,620 EUR | 95.22% | 95.22% |
| 19/11/2024 | 1.10% | 90.25 % | 91.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,303 EUR | 91,303 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.08% | 91.80 % | 92.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,960 EUR | 92,960 EUR | 73.53% | 73.53% |
| 15/11/2024 | 1.08% | 92.35 % | 93.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 92,427 EUR | 93,427 EUR | 87.67% | 87.67% |
| 14/11/2024 | 1.09% | 92.10 % | 93.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 91,545 EUR | 92,545 EUR | 63.29% | 63.29% |
| 13/11/2024 | 1.10% | 89.75 % | 90.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,189 EUR | 91,189 EUR | 62.35% | 62.35% |
| 12/11/2024 | 1.09% | 91.15 % | 92.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 90,988 EUR | 91,988 EUR | 15.16% | 15.16% |
| 11/11/2024 | 1.06% | 93.70 % | 94.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,475 EUR | 94,475 EUR | 64.20% | 64.20% |
| 08/11/2024 | 1.06% | 93.05 % | 94.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,662 EUR | 94,662 EUR | 74.64% | 74.64% |
| 07/11/2024 | 1.03% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,708 EUR | 97,708 EUR | 89.99% | 89.99% |
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