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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% | 93.10 % | 94.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,606 EUR | 94,606 EUR | 95.16% | 95.16% |
| 19/11/2024 | 1.07% | 93.05 % | 94.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,179 EUR | 94,179 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.06% | 94.20 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,841 EUR | 94,841 EUR | 71.14% | 71.14% |
| 15/11/2024 | 1.05% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,450 EUR | 95,450 EUR | 91.67% | 91.67% |
| 14/11/2024 | 1.06% | 94.25 % | 95.25 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,032 EUR | 95,032 EUR | 63.54% | 63.54% |
| 13/11/2024 | 1.07% | 92.90 % | 93.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,087 EUR | 94,087 EUR | 61.73% | 61.73% |
| 12/11/2024 | 1.05% | 94.20 % | 95.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,325 EUR | 95,325 EUR | 17.26% | 17.26% |
| 11/11/2024 | 1.04% | 95.30 % | 96.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,551 EUR | 96,551 EUR | 79.11% | 79.11% |
| 08/11/2024 | 1.04% | 94.90 % | 95.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,246 EUR | 96,246 EUR | 84.60% | 84.60% |
| 07/11/2024 | 1.03% | 97.00 % | 98.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,531 EUR | 97,531 EUR | 99.16% | 99.16% |
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