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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 | 1.01% | 98.25 % | 99.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,827 EUR | 99,833 EUR | 67.90% | 67.90% |
| 19/11/2024 | 1.01% | 99.50 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,557 EUR | 100,572 EUR | 62.07% | 62.07% |
| 18/11/2024 | 0.99% | 100.80 % | 101.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,920 EUR | 101,920 EUR | 46.45% | 46.45% |
| 15/11/2024 | 0.99% | 100.60 % | 101.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,693 EUR | 101,693 EUR | 61.70% | 61.70% |
| 14/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,567 EUR | 101,567 EUR | 38.39% | 38.39% |
| 13/11/2024 | 0.99% | 99.80 % | 100.80 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,186 EUR | 101,187 EUR | 41.35% | 41.35% |
| 12/11/2024 | 0.99% | 100.10 % | 101.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,433 EUR | 101,433 EUR | 34.14% | 34.14% |
| 11/11/2024 | 0.99% | 101.10 % | 102.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,983 EUR | 101,983 EUR | 39.40% | 39.40% |
| 08/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,359 EUR | 101,359 EUR | 77.09% | 77.09% |
| 07/11/2024 | 0.99% | 100.90 % | 101.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,617 EUR | 101,617 EUR | 99.16% | 99.16% |
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