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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 | 7.30% | 0.13 | 0.14 | 192,152 | 75,000 | 191,884 | 75,000 | 25,354 | 10,661 | 11.58% | 11.65% |
| 19/11/2024 | 6.59% | 0.13 | 0.14 | 191,739 | 75,000 | 189,957 | 75,000 | 27,929 | 11,779 | 100.00% | 100.00% |
| 18/11/2024 | 7.38% | 0.14 | 0.15 | 191,158 | 75,000 | 193,572 | 75,000 | 25,272 | 10,543 | 100.00% | 100.00% |
| 15/11/2024 | 9.95% | 0.13 | 0.14 | 194,540 | 75,000 | 112,079 | 55,297 | 14,176 | 7,711 | 94.50% | 94.50% |
| 14/11/2024 | 8.06% | 0.13 | 0.14 | 194,310 | 75,000 | 195,655 | 75,000 | 23,407 | 9,725 | 99.22% | 99.22% |
| 13/11/2024 | 10.79% | 0.08 | 0.09 | 200,128 | 75,000 | 198,767 | 75,000 | 17,520 | 7,364 | 28.69% | 99.36% |
| 12/11/2024 | 6.41% | 0.13 | 0.14 | 192,017 | 75,000 | 189,557 | 75,000 | 28,657 | 12,090 | 100.00% | 100.00% |
| 11/11/2024 | 6.76% | 0.16 | 0.17 | 188,635 | 75,000 | 190,200 | 75,000 | 27,293 | 11,516 | 100.00% | 100.00% |
| 08/11/2024 | 8.33% | 0.13 | 0.14 | 190,903 | 75,000 | 192,709 | 75,000 | 22,252 | 9,412 | 100.00% | 100.00% |
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