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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% | 96.15 % | 97.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,444 EUR | 97,444 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 96.45 % | 97.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,974 EUR | 96,974 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.03% | 97.00 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,005 EUR | 98,005 EUR | 75.13% | 75.13% |
| 15/11/2024 | 1.02% | 97.25 % | 98.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,396 EUR | 98,396 EUR | 91.88% | 91.88% |
| 14/11/2024 | 1.03% | 97.05 % | 98.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,927 EUR | 97,927 EUR | 63.36% | 63.36% |
| 13/11/2024 | 1.03% | 96.75 % | 97.75 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,997 EUR | 97,997 EUR | 74.76% | 74.76% |
| 12/11/2024 | 1.02% | 97.00 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,181 EUR | 98,181 EUR | 52.10% | 52.10% |
| 11/11/2024 | 1.02% | 97.85 % | 98.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,767 EUR | 98,767 EUR | 78.99% | 78.99% |
| 08/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,494 EUR | 98,494 EUR | 86.89% | 86.89% |
| 07/11/2024 | 1.02% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,984 EUR | 98,984 EUR | 99.16% | 99.16% |
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