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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 | 1.06% | 93.35 % | 94.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,054 EUR | 95,054 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.06% | 93.95 % | 94.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,145 EUR | 95,145 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.06% | 94.30 % | 95.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,847 EUR | 94,847 EUR | 72.79% | 72.79% |
| 15/11/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,898 EUR | 96,898 EUR | 83.88% | 83.88% |
| 14/11/2024 | 1.02% | 97.50 % | 98.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,482 EUR | 98,482 EUR | 30.13% | 30.13% |
| 13/11/2024 | 1.05% | 94.60 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,457 EUR | 95,457 EUR | 73.24% | 73.24% |
| 12/11/2024 | 1.04% | 94.95 % | 95.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,360 EUR | 96,360 EUR | 51.77% | 51.77% |
| 11/11/2024 | 1.05% | 95.10 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,095 EUR | 96,095 EUR | 67.80% | 67.80% |
| 08/11/2024 | 1.05% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,314 EUR | 95,314 EUR | 87.00% | 87.00% |
| 07/11/2024 | 1.06% | 94.45 % | 95.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,135 EUR | 95,135 EUR | 99.16% | 99.16% |
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