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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 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,642 EUR | 99,642 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,328 EUR | 99,329 EUR | 93.69% | 93.69% |
| 18/11/2024 | 0.99% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,796 EUR | 100,788 EUR | 74.55% | 74.55% |
| 15/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,149 EUR | 101,149 EUR | 91.75% | 91.75% |
| 14/11/2024 | 0.99% | 100.30 % | 101.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,261 EUR | 101,262 EUR | 65.66% | 65.66% |
| 13/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,846 EUR | 99,846 EUR | 74.51% | 74.51% |
| 12/11/2024 | 1.00% | 98.65 % | 99.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,251 EUR | 100,252 EUR | 51.39% | 51.39% |
| 11/11/2024 | 1.00% | 99.90 % | 100.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,938 EUR | 100,941 EUR | 80.20% | 80.20% |
| 08/11/2024 | 1.00% | 99.45 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,605 EUR | 100,605 EUR | 87.02% | 87.02% |
| 07/11/2024 | 1.00% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,879 EUR | 100,882 EUR | 99.16% | 99.16% |
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