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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 | 0.99% | 99.70 % | 101.50 % | 500,000 | 1,000,000 | 500,000 | 1,000,000 | 502,500 USD | 1,015,000 USD | 0.03% | 97.94% |
| 19/11/2024 | 0.81% | 99.40 % | 99.40 % | 500,000 | 100,000 | 500,000 | 100,000 | 494,548 USD | 99,710 USD | 73.22% | 100.00% |
| 18/11/2024 | 0.81% | 98.90 % | 99.70 % | 500,000 | 100,000 | 500,000 | 100,000 | 494,021 USD | 99,604 USD | 100.00% | 100.00% |
| 15/11/2024 | 0.81% | 99.30 % | 100.10 % | 500,000 | 100,000 | 493,794 | 98,759 | 493,364 USD | 99,469 USD | 100.00% | 100.00% |
| 14/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 502,414 USD | 101,283 USD | 100.00% | 100.00% |
| 13/11/2024 | 0.80% | 100.10 % | 100.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 500,518 USD | 100,904 USD | 100.00% | 100.00% |
| 12/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,248 USD | 101,050 USD | 100.00% | 100.00% |
| 11/11/2024 | 0.79% | 100.40 % | 101.20 % | 500,000 | 100,000 | 500,000 | 100,000 | 503,161 USD | 101,432 USD | 100.00% | 100.00% |
| 08/11/2024 | 0.79% | 100.10 % | 100.90 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,476 USD | 101,095 USD | 100.00% | 100.00% |
| 07/11/2024 | 0.79% | 100.30 % | 101.10 % | 500,000 | 100,000 | 500,000 | 100,000 | 501,525 USD | 101,105 USD | 99.23% | 99.23% |
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