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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.03% | 96.30 % | 97.30 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,351 USD | 26,624 USD | 97.86% | 97.86% |
| 19/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 100,000 | 100,000 | 96,546 USD | 97,546 USD | 12.66% | 12.66% |
| 18/11/2024 | 1.03% | 96.35 % | 97.35 % | 100,000 | 100,000 | 27,301 | 27,301 | 26,327 USD | 26,600 USD | 97.53% | 97.53% |
| 15/11/2024 | 1.02% | 96.65 % | 97.65 % | 100,000 | 100,000 | 27,083 | 27,083 | 26,227 USD | 26,498 USD | 98.77% | 98.77% |
| 14/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 26,961 | 26,961 | 26,536 USD | 26,806 USD | 99.48% | 99.48% |
| 13/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 28,669 | 28,669 | 28,162 USD | 28,448 USD | 90.38% | 90.38% |
| 12/11/2024 | 1.01% | 98.35 % | 99.35 % | 100,000 | 100,000 | 27,148 | 27,148 | 26,733 USD | 27,004 USD | 98.40% | 98.40% |
| 11/11/2024 | 1.01% | 98.70 % | 99.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,870 USD | 9,970 USD | 88.22% | 88.22% |
| 08/11/2024 | 1.01% | 98.65 % | 99.65 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,827 USD | 27,098 USD | 98.34% | 98.34% |
| 07/11/2024 | 1.01% | 98.90 % | 99.90 % | 100,000 | 100,000 | 23,464 | 23,464 | 23,189 USD | 23,424 USD | 92.85% | 92.85% |
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