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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 | - | - |
| 27/01/2025 | 1.02% | 2.55 | 2.57 | 20,000 | 10,000 | 20,232 | 10,000 | 51,737 | 25,842 | 50.99% | 51.34% |
| 24/01/2025 | 0.92% | 2.77 | 2.80 | 20,000 | 10,000 | 20,000 | 10,000 | 55,705 | 28,110 | 99.69% | 99.69% |
| 23/01/2025 | 0.94% | 2.76 | 2.78 | 20,000 | 10,000 | 20,000 | 10,000 | 54,521 | 27,519 | 73.84% | 73.84% |
| 22/01/2025 | 1.01% | 2.51 | 2.53 | 20,000 | 10,000 | 28,997 | 10,000 | 71,066 | 24,776 | 23.95% | 23.95% |
| 21/01/2025 | 1.48% | 2.38 | 2.41 | 5,000 | 5,000 | 5,000 | 5,000 | 11,516 | 11,688 | 100.00% | 100.00% |
| 20/01/2025 | 1.58% | 2.23 | 2.26 | 5,000 | 5,000 | 4,987 | 4,987 | 10,925 | 11,099 | 100.00% | 100.00% |
| 17/01/2025 | 1.61% | 2.15 | 2.18 | 5,000 | 5,000 | 5,000 | 5,000 | 10,357 | 10,525 | 100.00% | 100.00% |
| 16/01/2025 | 1.18% | 1.94 | 1.97 | 30,000 | 10,000 | 30,000 | 10,000 | 60,286 | 20,334 | 99.30% | 99.30% |
| 15/01/2025 | 1.34% | 1.99 | 2.01 | 30,000 | 10,000 | 30,000 | 9,926 | 56,539 | 18,957 | 98.90% | 98.90% |
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