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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 | - | - |
| 20/09/2024 | 7.12% | 0.13 | 0.14 | 310,000 | 310,000 | 310,000 | 310,000 | 42,055 | 45,155 | 100.00% | 100.00% |
| 19/09/2024 | 6.34% | 0.16 | 0.17 | 310,000 | 310,000 | 310,000 | 310,000 | 47,575 | 50,675 | 98.33% | 98.33% |
| 18/09/2024 | 4.65% | 0.20 | 0.21 | 310,000 | 310,000 | 310,000 | 310,000 | 65,152 | 68,252 | 100.00% | 100.00% |
| 12/09/2024 | 5.12% | 0.18 | 0.19 | 310,000 | 310,000 | 308,835 | 308,835 | 59,328 | 62,428 | 100.00% | 100.00% |
| 11/09/2024 | 3.77% | 0.26 | 0.27 | 310,000 | 310,000 | 310,000 | 310,000 | 80,721 | 83,821 | 99.79% | 99.79% |
| 10/09/2024 | 3.83% | 0.27 | 0.28 | 310,000 | 310,000 | 310,000 | 310,000 | 79,455 | 82,555 | 99.70% | 99.70% |
| 09/09/2024 | 4.08% | 0.25 | 0.26 | 310,000 | 310,000 | 310,000 | 310,000 | 74,556 | 77,656 | 100.00% | 100.00% |
| 06/09/2024 | 3.94% | 0.26 | 0.27 | 310,000 | 310,000 | 310,000 | 310,000 | 77,348 | 80,448 | 99.50% | 99.50% |
| 05/09/2024 | 4.45% | 0.21 | 0.22 | 310,000 | 310,000 | 310,000 | 310,000 | 68,138 | 71,238 | 100.00% | 100.00% |
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