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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 | - | - |
| 20/11/2024 | 0.26% | 4.76 | 4.77 | 50,000 | 50,000 | 50,000 | 50,000 | 238,051 | 238,669 | 11.58% | 11.65% |
| 19/11/2024 | 0.30% | 4.51 | 4.53 | 50,000 | 50,000 | 50,000 | 50,000 | 224,092 | 224,767 | 100.00% | 100.00% |
| 18/11/2024 | 0.31% | 4.55 | 4.56 | 50,000 | 50,000 | 50,000 | 50,000 | 225,774 | 226,466 | 100.00% | 100.00% |
| 15/11/2024 | 0.30% | 4.54 | 4.55 | 50,000 | 50,000 | 50,000 | 50,000 | 228,852 | 229,543 | 100.00% | 100.00% |
| 14/11/2024 | 0.27% | 4.62 | 4.63 | 50,000 | 50,000 | 50,000 | 50,000 | 231,569 | 232,203 | 99.52% | 99.52% |
| 13/11/2024 | 0.30% | 4.67 | 4.69 | 50,000 | 50,000 | 49,441 | 49,441 | 231,993 | 232,685 | 99.32% | 99.32% |
| 12/11/2024 | 0.29% | 4.69 | 4.70 | 50,000 | 50,000 | 50,000 | 50,000 | 240,518 | 241,226 | 100.00% | 100.00% |
| 11/11/2024 | 0.28% | 4.92 | 4.93 | 50,000 | 50,000 | 50,000 | 50,000 | 246,203 | 246,895 | 100.00% | 100.00% |
| 08/11/2024 | 0.26% | 4.80 | 4.82 | 50,000 | 50,000 | 50,000 | 50,000 | 238,411 | 239,036 | 100.00% | 100.00% |
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