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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 | - | - |
| 27/05/2024 | 6.37% | 0.13 | 0.14 | 125,071 | 75,000 | 126,074 | 75,000 | 19,592 | 12,393 | 11.66% | 11.78% |
| 24/05/2024 | 5.47% | 0.17 | 0.18 | 126,532 | 75,000 | 126,798 | 75,000 | 22,650 | 14,145 | 64.91% | 64.91% |
| 23/05/2024 | 5.68% | 0.18 | 0.19 | 126,620 | 75,000 | 126,453 | 75,000 | 21,728 | 13,634 | 99.39% | 99.39% |
| 22/05/2024 | 4.44% | 0.22 | 0.23 | 128,325 | 75,000 | 128,171 | 75,000 | 28,364 | 17,343 | 97.30% | 97.30% |
| 21/05/2024 | 3.99% | 0.25 | 0.26 | 128,502 | 75,000 | 128,458 | 75,000 | 31,586 | 19,190 | 100.00% | 100.00% |
| 17/05/2024 | 4.14% | 0.24 | 0.25 | 127,937 | 75,000 | 127,941 | 75,000 | 30,329 | 18,528 | 100.00% | 100.00% |
| 16/05/2024 | 4.32% | 0.23 | 0.24 | 126,935 | 75,000 | 126,800 | 75,000 | 28,777 | 17,770 | 99.25% | 99.25% |
| 15/05/2024 | 4.35% | 0.21 | 0.22 | 126,575 | 75,000 | 127,189 | 74,254 | 29,268 | 17,842 | 98.90% | 98.90% |
| 14/05/2024 | 4.38% | 0.22 | 0.23 | 126,904 | 75,000 | 127,399 | 75,000 | 28,600 | 17,581 | 100.00% | 100.00% |
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