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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 22/11/2024 | 1.05% | 95.00 % | 96.00 % | 250,000 | 250,000 | 74,057 | 74,057 | 70,281 EUR | 71,021 EUR | 100.00% | 100.00% |
| 20/11/2024 | 0.85% | 94.50 % | 95.30 % | 250,000 | 250,000 | 71,749 | 71,749 | 67,823 EUR | 68,397 EUR | 97.95% | 97.95% |
| 19/11/2024 | 1.06% | 94.50 % | 95.50 % | 250,000 | 250,000 | 73,712 | 73,712 | 69,901 EUR | 70,640 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.10% | 94.70 % | 95.70 % | 250,000 | 250,000 | 72,391 | 72,391 | 68,700 EUR | 69,430 EUR | 100.00% | 100.00% |
| 15/11/2024 | 0.85% | 94.60 % | 95.40 % | 250,000 | 250,000 | 73,884 | 73,884 | 70,092 EUR | 70,684 EUR | 100.00% | 100.00% |
| 14/11/2024 | 0.85% | 95.80 % | 96.60 % | 250,000 | 250,000 | 73,526 | 73,526 | 70,366 EUR | 70,956 EUR | 100.00% | 100.00% |
| 13/11/2024 | 1.06% | 94.60 % | 95.60 % | 250,000 | 250,000 | 73,899 | 73,899 | 69,788 EUR | 70,528 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.07% | 94.30 % | 95.30 % | 250,000 | 250,000 | 73,370 | 73,370 | 69,480 EUR | 70,216 EUR | 100.00% | 100.00% |
| 11/11/2024 | 0.87% | 95.20 % | 96.00 % | 250,000 | 250,000 | 72,943 | 72,943 | 69,958 EUR | 70,546 EUR | 100.00% | 100.00% |
| 08/11/2024 | 0.87% | 96.00 % | 96.80 % | 250,000 | 250,000 | 72,880 | 72,880 | 69,826 EUR | 70,413 EUR | 100.00% | 100.00% |
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