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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| - | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | - | - |
| 28/12/2023 | 1.06% | 93.59 | 94.59 | 218,000 | 218,000 | 218,488 | 218,488 | 204,858 | 207,043 | 100.00% | 100.00% |
| 27/12/2023 | 1.06% | 93.64 | 94.64 | 193,000 | 223,000 | 222,915 | 223,000 | 209,588 | 211,897 | 100.00% | 100.00% |
| 22/12/2023 | 1.06% | 93.88 | 94.88 | 223,000 | 223,000 | 223,488 | 223,488 | 209,190 | 211,425 | 100.00% | 100.00% |
| 21/12/2023 | 1.07% | 93.58 | 94.58 | 224,000 | 224,000 | 224,461 | 224,461 | 209,168 | 211,412 | 100.00% | 100.00% |
| 20/12/2023 | 1.06% | 93.22 | 94.22 | 225,000 | 225,000 | 225,000 | 225,000 | 210,800 | 213,050 | 100.00% | 100.00% |
| 19/12/2023 | 1.06% | 93.24 | 94.24 | 226,000 | 226,000 | 226,000 | 226,000 | 211,224 | 213,484 | 100.00% | 100.00% |
| 18/12/2023 | 1.06% | 93.56 | 94.56 | 226,000 | 226,000 | 226,488 | 226,488 | 211,538 | 213,802 | 100.00% | 100.00% |
| 15/12/2023 | 1.07% | 93.18 | 94.18 | 226,000 | 226,000 | 226,000 | 226,000 | 210,789 | 213,049 | 100.00% | 100.00% |
| 14/12/2023 | 1.05% | 93.65 | 94.65 | 227,000 | 227,000 | 227,000 | 227,000 | 215,376 | 217,646 | 100.00% | 100.00% |
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