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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 | - | - |
| 25/07/2024 | - | - | - | 0 | 0 | 0 | 0 | 0 | 0 | 0.00% | 0.00% |
| 24/07/2024 | - | 0.49 | - | 96,000 | 0 | 0 | 0 | 0 | 0 | 0.00% | 100.00% |
| 23/07/2024 | 3.49% | 0.49 | 0.56 | 96,000 | 97,000 | 97,135 | 97,135 | 54,663 | 56,606 | 32.16% | 100.00% |
| 22/07/2024 | 3.25% | 0.58 | 0.62 | 98,000 | 98,000 | 98,000 | 98,000 | 59,267 | 61,227 | 16.52% | 100.00% |
| 19/07/2024 | 3.02% | 0.62 | 0.64 | 98,000 | 98,000 | 98,855 | 98,855 | 64,559 | 66,536 | 99.99% | 99.99% |
| 18/07/2024 | 4.17% | 0.51 | 0.53 | 96,000 | 96,000 | 95,524 | 95,524 | 45,164 | 47,075 | 99.98% | 99.98% |
| 17/07/2024 | 3.44% | 0.63 | 0.65 | 98,000 | 98,000 | 97,067 | 97,067 | 56,106 | 58,057 | 99.72% | 99.72% |
| 16/07/2024 | 3.41% | 0.56 | 0.58 | 97,000 | 97,000 | 97,359 | 97,359 | 56,195 | 58,143 | 100.00% | 100.00% |
| 15/07/2024 | 3.78% | 0.55 | 0.57 | 97,000 | 97,000 | 96,255 | 96,255 | 49,967 | 51,893 | 100.00% | 100.00% |
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