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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% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,549 EUR | 97,549 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.04% | 96.05 % | 97.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,974 EUR | 96,974 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,221 EUR | 98,221 EUR | 62.16% | 62.16% |
| 15/11/2024 | 1.01% | 98.40 % | 99.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,861 EUR | 99,861 EUR | 87.65% | 87.65% |
| 14/11/2024 | 1.00% | 99.65 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,673 EUR | 100,679 EUR | 28.73% | 28.73% |
| 13/11/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,429 EUR | 100,426 EUR | 73.24% | 73.24% |
| 12/11/2024 | 0.99% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,470 EUR | 101,470 EUR | 52.06% | 52.06% |
| 11/11/2024 | 0.99% | 100.00 % | 101.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,772 EUR | 100,767 EUR | 12.91% | 12.91% |
| 08/11/2024 | 1.00% | 99.20 % | 100.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,191 EUR | 100,189 EUR | 87.23% | 87.23% |
| 07/11/2024 | 0.99% | 99.75 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,812 EUR | 100,809 EUR | 99.16% | 99.16% |
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