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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 | - | - |
| 15/11/2024 | 1.00% | 23.88 | 24.12 | 5,000 | 5,000 | 5,000 | 5,000 | 119,400 | 120,600 | 79.84% | 79.84% |
| 14/11/2024 | 1.00% | 23.88 | 24.12 | 5,000 | 5,000 | 5,000 | 5,000 | 119,400 | 120,600 | 99.39% | 99.39% |
| 13/11/2024 | 1.00% | 23.88 | 24.12 | 5,000 | 5,000 | 5,000 | 5,000 | 119,400 | 120,600 | 64.42% | 64.42% |
| 12/11/2024 | 1.00% | 23.88 | 24.12 | 5,000 | 5,000 | 5,000 | 5,000 | 119,400 | 120,600 | 43.00% | 43.00% |
| 11/11/2024 | 1.03% | 23.88 | 24.12 | 5,000 | 5,000 | 4,851 | 4,851 | 115,822 | 117,004 | 85.58% | 85.58% |
| 08/11/2024 | 1.00% | 23.86 | 24.10 | 5,000 | 5,000 | 5,000 | 5,000 | 119,300 | 120,500 | 52.86% | 52.86% |
| 07/11/2024 | 1.00% | 23.86 | 24.10 | 5,000 | 5,000 | 5,000 | 5,000 | 119,300 | 120,500 | 52.00% | 52.00% |
| 06/11/2024 | 1.13% | 23.86 | 24.10 | 5,000 | 5,000 | 4,328 | 4,328 | 103,159 | 104,276 | 53.41% | 53.41% |
| 05/11/2024 | 1.00% | 23.84 | 24.08 | 5,000 | 5,000 | 5,000 | 5,000 | 119,189 | 120,381 | 95.37% | 95.37% |
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