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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 | 1.19% | 83.20 % | 84.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,708 EUR | 84,708 EUR | 96.26% | 96.26% |
| 19/11/2024 | 1.19% | 84.05 % | 85.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 83,871 EUR | 84,871 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.17% | 85.35 % | 86.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,230 EUR | 86,230 EUR | 65.60% | 65.60% |
| 15/11/2024 | 1.16% | 85.80 % | 86.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,854 EUR | 86,854 EUR | 92.09% | 92.09% |
| 14/11/2024 | 1.17% | 85.10 % | 86.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 84,941 EUR | 85,941 EUR | 28.00% | 28.00% |
| 13/11/2024 | 1.17% | 84.65 % | 85.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,133 EUR | 86,133 EUR | 73.56% | 73.56% |
| 12/11/2024 | 1.15% | 85.65 % | 86.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,318 EUR | 87,318 EUR | 50.98% | 50.98% |
| 11/11/2024 | 1.15% | 86.90 % | 87.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 86,579 EUR | 87,579 EUR | 64.33% | 64.33% |
| 08/11/2024 | 1.16% | 85.70 % | 86.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 85,902 EUR | 86,902 EUR | 75.57% | 75.57% |
| 07/11/2024 | 1.13% | 88.10 % | 89.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 88,363 EUR | 89,363 EUR | 97.41% | 97.41% |
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