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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 | 1.03% | 96.40 % | 97.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,687 EUR | 97,687 EUR | 95.32% | 95.32% |
| 19/11/2024 | 1.03% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,030 EUR | 98,030 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,420 EUR | 98,420 EUR | 75.60% | 75.60% |
| 15/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,792 EUR | 98,792 EUR | 91.92% | 91.92% |
| 14/11/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,853 EUR | 98,853 EUR | 63.37% | 63.37% |
| 13/11/2024 | 1.03% | 96.80 % | 97.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,957 EUR | 97,957 EUR | 73.44% | 73.44% |
| 12/11/2024 | 1.02% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,370 EUR | 98,370 EUR | 51.44% | 51.44% |
| 11/11/2024 | 1.02% | 97.80 % | 98.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,771 EUR | 98,771 EUR | 61.52% | 61.52% |
| 08/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,469 EUR | 98,469 EUR | 86.95% | 86.95% |
| 07/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,525 EUR | 98,525 EUR | 99.11% | 99.11% |
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