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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 25/11/2024 | 1.29% | 78.30 % | 79.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 77,292 EUR | 78,292 EUR | 84.56% | 84.56% |
| 22/11/2024 | 1.33% | 74.65 % | 75.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 74,445 EUR | 75,445 EUR | 99.91% | 99.91% |
| 20/11/2024 | 1.27% | 77.45 % | 78.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,125 EUR | 79,125 EUR | 95.63% | 95.63% |
| 19/11/2024 | 1.30% | 76.40 % | 77.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,450 EUR | 77,450 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.26% | 78.60 % | 79.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,769 EUR | 79,769 EUR | 74.73% | 74.73% |
| 15/11/2024 | 1.25% | 79.45 % | 80.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 79,408 EUR | 80,408 EUR | 91.92% | 91.92% |
| 14/11/2024 | 1.26% | 79.00 % | 80.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 78,726 EUR | 79,726 EUR | 29.82% | 29.82% |
| 13/11/2024 | 1.30% | 75.95 % | 76.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,289 EUR | 77,289 EUR | 61.61% | 61.61% |
| 12/11/2024 | 1.29% | 77.10 % | 78.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 76,981 EUR | 77,981 EUR | 15.49% | 15.49% |
| 11/11/2024 | 1.23% | 80.95 % | 81.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 80,734 EUR | 81,734 EUR | 79.20% | 79.20% |
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