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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 | 66.67% | 0.01 | 0.02 | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 | 1,500 | 11.58% | 11.65% |
| 19/11/2024 | 66.67% | 0.01 | 0.02 | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 | 1,500 | 100.00% | 100.00% |
| 18/11/2024 | 66.67% | 0.01 | 0.02 | 500,000 | 75,000 | 500,000 | 69,486 | 5,000 | 1,390 | 100.00% | 100.00% |
| 15/11/2024 | 66.67% | 0.01 | 0.02 | 500,000 | 75,000 | 500,000 | 75,000 | 5,000 | 1,500 | 100.00% | 100.00% |
| 14/11/2024 | 62.13% | 0.01 | 0.02 | 500,000 | 75,000 | 500,000 | 75,000 | 5,851 | 1,628 | 99.27% | 99.27% |
| 13/11/2024 | 42.69% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 74,437 | 9,495 | 2,157 | 99.40% | 99.40% |
| 12/11/2024 | 40.00% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 | 2,250 | 100.00% | 100.00% |
| 11/11/2024 | 40.00% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 10,000 | 2,250 | 100.00% | 100.00% |
| 08/11/2024 | 39.59% | 0.02 | 0.03 | 500,000 | 75,000 | 500,000 | 75,000 | 10,181 | 2,277 | 100.00% | 100.00% |
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