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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 | 0.52% | 100.50 % | 101.21 % | 350,000 | 350,000 | 133,302 | 133,302 | 134,124 USD | 134,855 USD | 98.79% | 98.79% |
| 19/11/2024 | 0.53% | 100.70 % | 101.20 % | 500,000 | 500,000 | 135,406 | 135,406 | 136,221 USD | 136,953 USD | 99.67% | 99.67% |
| 18/11/2024 | 0.51% | 100.70 % | 101.20 % | 500,000 | 500,000 | 146,878 | 146,878 | 147,798 USD | 148,533 USD | 99.77% | 99.77% |
| 15/11/2024 | 0.51% | 100.40 % | 100.90 % | 500,000 | 500,000 | 147,475 | 147,475 | 148,264 USD | 149,002 USD | 100.00% | 100.00% |
| 14/11/2024 | 0.58% | 100.60 % | 101.10 % | 500,000 | 500,000 | 122,165 | 122,165 | 123,002 USD | 123,647 USD | 93.19% | 93.19% |
| 13/11/2024 | 0.68% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,848 | 144,848 | 146,010 USD | 146,824 USD | 100.00% | 100.00% |
| 12/11/2024 | 0.68% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,829 | 144,829 | 145,910 USD | 146,724 USD | 100.00% | 100.00% |
| 11/11/2024 | 0.68% | 100.80 % | 101.30 % | 500,000 | 500,000 | 144,849 | 144,849 | 145,984 USD | 146,797 USD | 100.00% | 100.00% |
| 08/11/2024 | 0.68% | 100.70 % | 101.20 % | 500,000 | 500,000 | 144,848 | 144,848 | 145,932 USD | 146,746 USD | 100.00% | 100.00% |
| 07/11/2024 | 0.69% | 100.80 % | 101.30 % | 500,000 | 500,000 | 145,585 | 145,585 | 146,686 USD | 147,504 USD | 99.23% | 99.23% |
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