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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 | - | - |
| 28/08/2024 | 12.00% | 0.08 | 0.09 | 420,000 | 420,000 | 420,000 | 420,000 | 32,922 | 37,122 | 34.42% | 34.42% |
| 27/08/2024 | 10.70% | 0.09 | 0.10 | 420,000 | 420,000 | 418,266 | 418,266 | 37,047 | 41,230 | 99.81% | 99.81% |
| 26/08/2024 | 9.52% | 0.10 | 0.11 | 420,000 | 420,000 | 418,268 | 418,268 | 41,847 | 46,030 | 100.00% | 100.00% |
| 23/08/2024 | 9.41% | 0.11 | 0.12 | 420,000 | 420,000 | 418,271 | 418,271 | 42,439 | 46,621 | 100.00% | 100.00% |
| 22/08/2024 | 8.61% | 0.11 | 0.12 | 420,000 | 420,000 | 418,265 | 418,265 | 46,523 | 50,706 | 99.82% | 99.82% |
| 21/08/2024 | 8.11% | 0.12 | 0.13 | 420,000 | 420,000 | 418,271 | 418,271 | 49,521 | 53,704 | 100.00% | 100.00% |
| 20/08/2024 | 8.66% | 0.11 | 0.12 | 420,000 | 420,000 | 418,269 | 418,269 | 46,290 | 50,473 | 100.00% | 100.00% |
| 19/08/2024 | 9.98% | 0.10 | 0.11 | 410,000 | 410,000 | 408,650 | 408,650 | 39,030 | 43,124 | 100.00% | 100.00% |
| 16/08/2024 | 8.25% | 0.11 | 0.12 | 420,000 | 420,000 | 418,271 | 418,271 | 48,699 | 52,882 | 100.00% | 100.00% |
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