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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% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,045 EUR | 99,045 EUR | 95.74% | 95.74% |
| 19/11/2024 | 1.01% | 98.10 % | 99.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,048 EUR | 99,048 EUR | 93.69% | 93.69% |
| 18/11/2024 | 1.02% | 98.05 % | 99.05 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,952 EUR | 98,952 EUR | 73.05% | 73.05% |
| 15/11/2024 | 1.01% | 98.15 % | 99.15 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,289 EUR | 99,289 EUR | 83.82% | 83.82% |
| 14/11/2024 | 1.01% | 98.95 % | 99.95 % | 100,000 | 100,000 | 100,000 | 100,000 | 98,971 EUR | 99,971 EUR | 63.49% | 63.49% |
| 13/11/2024 | 1.00% | 98.90 % | 99.90 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,123 EUR | 100,122 EUR | 74.88% | 74.88% |
| 12/11/2024 | 0.99% | 99.10 % | 100.10 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,516 EUR | 100,510 EUR | 51.80% | 51.80% |
| 11/11/2024 | 0.99% | 99.70 % | 100.70 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,786 EUR | 100,783 EUR | 78.71% | 78.71% |
| 08/11/2024 | 0.99% | 99.30 % | 100.30 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,498 EUR | 100,491 EUR | 86.82% | 86.82% |
| 07/11/2024 | 1.00% | 99.55 % | 100.50 % | 100,000 | 100,000 | 100,000 | 100,000 | 99,473 EUR | 100,472 EUR | 99.16% | 99.16% |
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