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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 | 2.61% | 75.50 % | 77.50 % | 250,000 | 250,000 | 71,443 | 71,443 | 54,022 EUR | 55,451 EUR | 98.58% | 98.58% |
| 19/11/2024 | 2.61% | 76.70 % | 78.70 % | 250,000 | 250,000 | 74,093 | 74,093 | 56,187 EUR | 57,669 EUR | 100.00% | 100.00% |
| 18/11/2024 | 2.49% | 79.50 % | 81.50 % | 250,000 | 250,000 | 74,082 | 74,082 | 58,841 EUR | 60,322 EUR | 100.00% | 100.00% |
| 15/11/2024 | 2.48% | 79.50 % | 81.50 % | 250,000 | 250,000 | 73,676 | 73,676 | 58,951 EUR | 60,426 EUR | 100.00% | 100.00% |
| 14/11/2024 | 2.48% | 80.80 % | 82.80 % | 250,000 | 250,000 | 73,787 | 73,787 | 59,355 EUR | 60,832 EUR | 100.00% | 100.00% |
| 13/11/2024 | 2.54% | 77.50 % | 79.50 % | 250,000 | 250,000 | 74,068 | 74,068 | 57,315 EUR | 58,796 EUR | 100.00% | 100.00% |
| 12/11/2024 | 2.50% | 78.00 % | 80.00 % | 250,000 | 250,000 | 74,104 | 74,104 | 58,250 EUR | 59,732 EUR | 100.00% | 100.00% |
| 11/11/2024 | 2.48% | 80.60 % | 82.60 % | 250,000 | 250,000 | 74,099 | 74,099 | 59,399 EUR | 60,881 EUR | 100.00% | 100.00% |
| 08/11/2024 | 2.49% | 78.50 % | 80.50 % | 250,000 | 250,000 | 74,080 | 74,080 | 58,177 EUR | 59,659 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.19% | 83.90 % | 84.90 % | 500,000 | 500,000 | 149,386 | 149,386 | 125,127 EUR | 126,622 EUR | 98.58% | 98.58% |
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