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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 | 0.79% | 96.30 % | 97.06 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,829 EUR | 58,287 EUR | 100.00% | 100.00% |
| 19/11/2024 | 0.79% | 96.22 % | 96.98 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,884 EUR | 58,342 EUR | 100.00% | 100.00% |
| 18/11/2024 | 0.79% | 96.45 % | 97.21 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,801 EUR | 58,258 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.79% | 96.02 % | 96.78 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,600 EUR | 58,056 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 95.49 % | 96.25 % | 60,000 | 60,000 | 60,000 | 60,000 | 56,986 EUR | 57,437 EUR | 99.72% | 99.72% |
| 13/11/2024 | 0.79% | 95.14 % | 95.89 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,478 EUR | 57,934 EUR | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 95.44 % | 96.20 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,524 EUR | 57,981 EUR | 99.73% | 99.73% |
| 11/11/2024 | 0.79% | 96.72 % | 97.49 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,313 EUR | 58,775 EUR | 84.62% | 84.62% |
| 08/11/2024 | 0.79% | 97.57 % | 98.34 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,056 EUR | 59,524 EUR | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.01 % | 100.80 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,834 EUR | 60,308 EUR | 88.31% | 88.31% |
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