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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 | - | - |
| 17/10/2024 | 1.83% | 0.36 | 0.37 | 750,000 | 750,000 | 750,000 | 750,000 | 409,727 | 417,227 | 76.82% | 76.82% |
| 16/10/2024 | 1.27% | 0.75 | 0.76 | 750,000 | 750,000 | 750,000 | 749,999 | 587,379 | 594,878 | 100.00% | 100.00% |
| 15/10/2024 | 1.71% | 0.65 | 0.66 | 750,000 | 750,000 | 750,000 | 750,000 | 437,971 | 445,471 | 100.00% | 100.00% |
| 14/10/2024 | 1.24% | 0.70 | 0.71 | 750,000 | 750,000 | 750,000 | 750,000 | 603,869 | 611,369 | 100.00% | 100.00% |
| 11/10/2024 | 0.87% | 0.95 | 0.96 | 750,000 | 750,000 | 750,000 | 750,000 | 865,996 | 873,496 | 100.00% | 100.00% |
| 10/10/2024 | 0.86% | 1.22 | 1.23 | 750,000 | 750,000 | 743,964 | 743,965 | 906,556 | 914,037 | 99.73% | 99.73% |
| 09/10/2024 | 0.71% | 1.16 | 1.17 | 750,000 | 750,000 | 750,000 | 750,000 | 1,064,910 | 1,072,410 | 100.00% | 100.00% |
| 08/10/2024 | 0.64% | 1.50 | 1.51 | 750,000 | 750,000 | 748,043 | 748,043 | 1,168,640 | 1,176,140 | 100.00% | 100.00% |
| 07/10/2024 | 0.67% | 1.44 | 1.45 | 750,000 | 750,000 | 750,000 | 750,000 | 1,110,870 | 1,118,370 | 100.00% | 100.00% |
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