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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% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,000 EUR | 99,000 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.55 % | 98.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,610 EUR | 98,610 EUR | 93.70% | 93.70% |
| 18/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,496 EUR | 99,496 EUR | 74.77% | 74.77% |
| 15/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,557 EUR | 99,557 EUR | 92.94% | 92.94% |
| 14/11/2024 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,088 EUR | 99,088 EUR | 63.60% | 63.60% |
| 13/11/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,270 EUR | 98,270 EUR | 62.60% | 62.60% |
| 12/11/2024 | 1.02% | 96.80 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,230 EUR | 98,230 EUR | 51.82% | 51.82% |
| 11/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,821 EUR | 98,821 EUR | 61.77% | 61.77% |
| 08/11/2024 | 1.02% | 97.45 % | 98.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,398 EUR | 98,398 EUR | 86.82% | 86.82% |
| 07/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,423 EUR | 98,423 EUR | 99.16% | 99.16% |
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