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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 | - | - |
| 21/06/2024 | 1.00% | 0.97 | 0.98 | 225,000 | 75,000 | 225,000 | 75,000 | 223,762 | 75,337 | 99.99% | 99.99% |
| 20/06/2024 | 0.99% | 1.00 | 1.01 | 225,000 | 75,000 | 225,000 | 75,000 | 225,050 | 75,767 | 98.78% | 98.78% |
| 19/06/2024 | 1.01% | 0.98 | 0.99 | 225,000 | 75,000 | 225,000 | 75,000 | 222,729 | 74,993 | 99.38% | 99.38% |
| 18/06/2024 | 1.12% | 0.88 | 0.89 | 225,000 | 75,000 | 225,000 | 75,000 | 199,388 | 67,213 | 99.38% | 99.38% |
| 17/06/2024 | 1.12% | 0.87 | 0.88 | 225,000 | 75,000 | 225,000 | 75,000 | 199,805 | 67,352 | 99.38% | 99.38% |
| 14/06/2024 | 1.13% | 0.88 | 0.89 | 225,000 | 75,000 | 225,000 | 75,000 | 198,751 | 67,000 | 99.38% | 99.38% |
| 13/06/2024 | 1.15% | 0.92 | 0.93 | 225,000 | 75,000 | 225,000 | 75,000 | 194,071 | 65,440 | 99.29% | 99.29% |
| 12/06/2024 | 1.17% | 0.85 | 0.86 | 225,000 | 75,000 | 225,000 | 75,000 | 191,369 | 64,540 | 99.38% | 99.38% |
| 11/06/2024 | 1.21% | 0.83 | 0.84 | 225,000 | 75,000 | 225,000 | 75,000 | 185,570 | 62,607 | 99.38% | 99.38% |
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