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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 | 1.02% | 97.20 % | 98.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,632 EUR | 98,632 EUR | 98.15% | 98.15% |
| 19/11/2024 | 1.02% | 97.30 % | 98.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,130 EUR | 98,130 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,148 EUR | 99,148 EUR | 74.10% | 74.10% |
| 15/11/2024 | 1.00% | 99.00 % | 100.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,439 EUR | 100,438 EUR | 91.66% | 91.66% |
| 14/11/2024 | 1.00% | 100.20 % | 101.20 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,121 EUR | 101,125 EUR | 29.04% | 29.04% |
| 13/11/2024 | 1.00% | 98.85 % | 99.85 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,079 EUR | 100,078 EUR | 64.78% | 64.78% |
| 12/11/2024 | 0.99% | 100.40 % | 101.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 100,204 EUR | 101,204 EUR | 31.83% | 31.83% |
| 11/11/2024 | 1.01% | 99.35 % | 100.40 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,183 EUR | 100,186 EUR | 29.73% | 29.73% |
| 08/11/2024 | 1.01% | 98.50 % | 99.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,307 EUR | 99,307 EUR | 86.83% | 86.83% |
| 07/11/2024 | 1.01% | 98.60 % | 99.60 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,600 EUR | 99,600 EUR | 99.16% | 99.16% |
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