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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 | - | - |
| 06/11/2024 | 22.56% | 0.01 | 0.04 | 30,500 | 21,700 | 208,576 | 208,576 | 8,869 | 10,955 | 3.64% | 5.96% |
| 05/11/2024 | 3.63% | 0.25 | 0.26 | 690,000 | 690,000 | 364,699 | 364,699 | 98,767 | 102,421 | 99.38% | 99.38% |
| 04/11/2024 | 3.29% | 0.28 | 0.29 | 700,000 | 700,000 | 382,268 | 382,268 | 116,946 | 120,777 | 99.72% | 99.72% |
| 01/11/2024 | 4.02% | 0.26 | 0.27 | 690,000 | 690,000 | 414,671 | 414,671 | 103,078 | 107,232 | 99.90% | 99.90% |
| 31/10/2024 | 4.69% | 0.24 | 0.25 | 690,000 | 690,000 | 407,953 | 407,953 | 89,974 | 94,063 | 99.26% | 99.26% |
| 30/10/2024 | 5.41% | 0.18 | 0.19 | 660,000 | 660,000 | 400,512 | 400,512 | 73,289 | 77,301 | 100.00% | 100.00% |
| 29/10/2024 | 5.63% | 0.20 | 0.21 | 670,000 | 670,000 | 396,250 | 396,250 | 71,132 | 75,102 | 98.81% | 98.81% |
| 28/10/2024 | 7.71% | 0.13 | 0.14 | 640,000 | 640,000 | 386,982 | 386,982 | 49,079 | 52,955 | 99.61% | 99.61% |
| 25/10/2024 | 5.07% | 0.16 | 0.17 | 650,000 | 650,000 | 343,295 | 343,295 | 64,526 | 67,966 | 99.97% | 99.97% |
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