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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% | 93.35 % | 94.35 % | 100,000 | 100,000 | 100,000 | 100,000 | 93,887 EUR | 94,887 EUR | 95.16% | 95.16% |
| 19/11/2024 | 1.06% | 94.00 % | 95.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,035 EUR | 95,035 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.05% | 95.00 % | 96.00 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,874 EUR | 95,874 EUR | 74.10% | 74.10% |
| 15/11/2024 | 1.05% | 95.15 % | 96.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,122 EUR | 96,122 EUR | 87.61% | 87.61% |
| 14/11/2024 | 1.05% | 94.50 % | 95.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,456 EUR | 95,456 EUR | 28.00% | 28.00% |
| 13/11/2024 | 1.05% | 94.10 % | 95.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 94,576 EUR | 95,576 EUR | 73.19% | 73.19% |
| 12/11/2024 | 1.04% | 95.45 % | 96.45 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,034 EUR | 97,034 EUR | 51.93% | 51.93% |
| 11/11/2024 | 1.04% | 96.30 % | 97.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,073 EUR | 97,073 EUR | 62.53% | 62.53% |
| 08/11/2024 | 1.04% | 95.50 % | 96.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 95,616 EUR | 96,616 EUR | 85.15% | 85.15% |
| 07/11/2024 | 1.03% | 97.10 % | 98.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,738 EUR | 97,738 EUR | 99.16% | 99.16% |
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