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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 | 2.24% | 88.10 % | 90.10 % | 250,000 | 250,000 | 248,818 | 248,818 | 220,406 EUR | 225,384 EUR | 97.95% | 97.95% |
| 19/11/2024 | 2.24% | 89.00 % | 91.00 % | 250,000 | 250,000 | 249,830 | 249,830 | 220,240 EUR | 225,237 EUR | 100.00% | 100.00% |
| 18/11/2024 | 2.17% | 91.30 % | 93.30 % | 250,000 | 250,000 | 249,796 | 249,796 | 227,819 EUR | 232,815 EUR | 100.00% | 100.00% |
| 15/11/2024 | 2.17% | 91.00 % | 93.00 % | 250,000 | 250,000 | 245,472 | 245,472 | 224,920 EUR | 229,846 EUR | 100.00% | 100.00% |
| 14/11/2024 | 2.17% | 92.70 % | 94.70 % | 250,000 | 250,000 | 246,536 | 246,536 | 226,381 EUR | 231,324 EUR | 100.00% | 100.00% |
| 13/11/2024 | 2.23% | 88.90 % | 90.90 % | 250,000 | 250,000 | 249,838 | 249,838 | 222,008 EUR | 227,005 EUR | 100.00% | 100.00% |
| 12/11/2024 | 2.19% | 89.40 % | 91.40 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,595 EUR | 230,595 EUR | 100.00% | 100.00% |
| 11/11/2024 | 2.18% | 91.70 % | 93.70 % | 250,000 | 250,000 | 249,378 | 249,378 | 226,696 EUR | 231,686 EUR | 100.00% | 100.00% |
| 08/11/2024 | 2.19% | 89.70 % | 91.70 % | 250,000 | 250,000 | 250,000 | 250,000 | 225,593 EUR | 230,593 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.80% | 93.60 % | 95.60 % | 250,000 | 250,000 | 325,491 | 325,491 | 304,386 EUR | 309,375 EUR | 98.58% | 98.58% |
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