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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% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,789 EUR | 99,788 EUR | 95.37% | 95.37% |
| 19/11/2024 | 1.01% | 98.70 % | 99.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,744 EUR | 99,744 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.00% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,051 EUR | 100,047 EUR | 71.18% | 71.18% |
| 15/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,671 EUR | 99,671 EUR | 91.65% | 91.65% |
| 14/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,392 EUR | 99,392 EUR | 63.49% | 63.49% |
| 13/11/2024 | 1.02% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,431 EUR | 98,431 EUR | 74.09% | 74.09% |
| 12/11/2024 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,864 EUR | 98,864 EUR | 52.06% | 52.06% |
| 11/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,245 EUR | 99,245 EUR | 79.90% | 79.90% |
| 08/11/2024 | 1.01% | 97.70 % | 98.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,144 EUR | 99,144 EUR | 87.00% | 87.00% |
| 07/11/2024 | 1.01% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,776 EUR | 99,776 EUR | 99.16% | 99.16% |
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