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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 | 2.42% | 81.20 % | 83.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 204,342 EUR | 209,342 EUR | 97.95% | 97.95% |
| 19/11/2024 | 2.40% | 81.70 % | 83.70 % | 250,000 | 250,000 | 257,017 | 257,017 | 208,865 EUR | 213,865 EUR | 100.00% | 100.00% |
| 18/11/2024 | 1.19% | 83.80 % | 84.80 % | 500,000 | 500,000 | 500,000 | 500,000 | 416,583 EUR | 421,583 EUR | 100.00% | 100.00% |
| 15/11/2024 | 1.17% | 84.30 % | 85.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 426,194 EUR | 431,194 EUR | 100.00% | 100.00% |
| 14/11/2024 | 1.17% | 86.50 % | 87.50 % | 500,000 | 500,000 | 497,214 | 497,214 | 426,384 EUR | 431,384 EUR | 100.00% | 100.00% |
| 13/11/2024 | 2.24% | 82.00 % | 84.00 % | 250,000 | 250,000 | 284,292 | 284,292 | 234,023 EUR | 239,023 EUR | 100.00% | 100.00% |
| 12/11/2024 | 1.26% | 82.60 % | 84.60 % | 250,000 | 250,000 | 484,906 | 484,906 | 406,551 EUR | 411,551 EUR | 100.00% | 100.00% |
| 11/11/2024 | 1.31% | 84.90 % | 85.90 % | 500,000 | 500,000 | 472,257 | 472,257 | 398,764 EUR | 403,764 EUR | 100.00% | 100.00% |
| 08/11/2024 | 1.56% | 82.40 % | 84.40 % | 250,000 | 250,000 | 423,319 | 423,319 | 352,518 EUR | 357,518 EUR | 100.00% | 100.00% |
| 07/11/2024 | 1.17% | 85.30 % | 86.30 % | 500,000 | 500,000 | 500,000 | 500,000 | 424,887 EUR | 429,887 EUR | 99.24% | 99.24% |
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