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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 | 0.36% | 115.60 % | 116.00 % | 250,000 | 250,000 | 73,077 | 73,077 | 84,702 USD | 84,995 USD | 99.64% | 99.64% |
| 19/11/2024 | 0.35% | 116.20 % | 116.60 % | 250,000 | 250,000 | 73,653 | 73,653 | 85,224 USD | 85,520 USD | 100.00% | 100.00% |
| 18/11/2024 | 0.35% | 116.20 % | 116.60 % | 250,000 | 250,000 | 73,407 | 73,407 | 85,383 USD | 85,677 USD | 99.78% | 99.78% |
| 15/11/2024 | 0.36% | 116.80 % | 117.20 % | 250,000 | 250,000 | 73,317 | 73,317 | 86,020 USD | 86,315 USD | 100.00% | 100.00% |
| 14/11/2024 | 0.36% | 118.60 % | 119.00 % | 250,000 | 250,000 | 72,485 | 72,485 | 86,137 USD | 86,430 USD | 99.10% | 99.10% |
| 13/11/2024 | 0.35% | 118.70 % | 119.10 % | 250,000 | 250,000 | 72,395 | 72,395 | 85,637 USD | 85,928 USD | 100.00% | 100.00% |
| 12/11/2024 | 0.35% | 117.20 % | 117.60 % | 250,000 | 250,000 | 72,409 | 72,409 | 84,999 USD | 85,290 USD | 100.00% | 100.00% |
| 11/11/2024 | 0.35% | 117.40 % | 117.80 % | 250,000 | 250,000 | 72,350 | 72,350 | 85,105 USD | 85,396 USD | 100.00% | 100.00% |
| 08/11/2024 | 0.35% | 117.90 % | 118.30 % | 250,000 | 250,000 | 72,334 | 72,334 | 85,286 USD | 85,577 USD | 100.00% | 100.00% |
| 07/11/2024 | 0.35% | 118.00 % | 118.40 % | 250,000 | 250,000 | 72,659 | 72,659 | 85,543 USD | 85,835 USD | 99.35% | 99.35% |
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