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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% | 92.65 % | 93.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,667 EUR | 94,667 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.06% | 93.45 % | 94.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,683 EUR | 94,683 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.07% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,349 EUR | 94,349 EUR | 74.06% | 74.06% |
| 15/11/2024 | 1.04% | 95.10 % | 96.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,761 EUR | 96,761 EUR | 83.85% | 83.85% |
| 14/11/2024 | 1.02% | 97.35 % | 98.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,344 EUR | 98,344 EUR | 29.87% | 29.87% |
| 13/11/2024 | 1.06% | 94.10 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,023 EUR | 95,023 EUR | 73.24% | 73.24% |
| 12/11/2024 | 1.05% | 94.60 % | 95.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,192 EUR | 96,192 EUR | 51.96% | 51.96% |
| 11/11/2024 | 1.05% | 94.85 % | 95.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,928 EUR | 95,928 EUR | 27.24% | 27.24% |
| 08/11/2024 | 1.06% | 93.80 % | 94.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,830 EUR | 94,830 EUR | 86.80% | 86.80% |
| 07/11/2024 | 1.06% | 93.90 % | 94.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,659 EUR | 94,659 EUR | 99.16% | 99.16% |
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