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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 | 1.02% | 96.85 % | 97.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,158 EUR | 98,158 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,771 EUR | 98,771 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,486 EUR | 99,486 EUR | 75.23% | 75.23% |
| 15/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,586 EUR | 99,586 EUR | 93.33% | 93.33% |
| 14/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,316 EUR | 99,316 EUR | 28.98% | 28.98% |
| 13/11/2024 | 1.01% | 98.00 % | 99.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,045 EUR | 99,045 EUR | 60.74% | 60.74% |
| 12/11/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,818 EUR | 96,818 EUR | 51.88% | 51.88% |
| 11/11/2024 | 1.03% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,153 EUR | 97,153 EUR | 63.36% | 63.36% |
| 08/11/2024 | 1.04% | 95.25 % | 96.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,349 EUR | 96,349 EUR | 86.83% | 86.83% |
| 07/11/2024 | 1.05% | 95.40 % | 96.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,166 EUR | 96,166 EUR | 99.16% | 99.16% |
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