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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 | - | - |
| 18/10/2024 | 0.66% | 1.26 | 1.27 | 75,000 | 75,000 | 75,000 | 74,987 | 114,540 | 115,268 | 99.33% | 99.33% |
| 17/10/2024 | 0.52% | 1.91 | 1.92 | 75,000 | 75,000 | 75,000 | 75,000 | 145,313 | 146,063 | 100.00% | 100.00% |
| 16/10/2024 | 0.56% | 1.92 | 1.93 | 75,000 | 75,000 | 75,000 | 75,000 | 133,606 | 134,356 | 100.00% | 100.00% |
| 15/10/2024 | 0.42% | 2.04 | 2.05 | 75,000 | 75,000 | 75,000 | 75,000 | 176,870 | 177,620 | 100.00% | 100.00% |
| 14/10/2024 | 0.44% | 2.37 | 2.38 | 75,000 | 75,000 | 75,000 | 75,000 | 168,932 | 169,682 | 100.00% | 100.00% |
| 11/10/2024 | 0.44% | 2.03 | 2.04 | 75,000 | 75,000 | 75,000 | 75,000 | 171,951 | 172,701 | 100.00% | 100.00% |
| 10/10/2024 | 0.36% | 2.59 | 2.60 | 75,000 | 75,000 | 75,000 | 75,000 | 210,932 | 211,682 | 99.35% | 99.35% |
| 09/10/2024 | 0.35% | 2.85 | 2.86 | 75,000 | 75,000 | 75,000 | 75,000 | 215,521 | 216,271 | 99.64% | 99.64% |
| 08/10/2024 | 0.42% | 3.07 | 3.08 | 75,000 | 75,000 | 74,783 | 74,783 | 179,119 | 179,869 | 91.93% | 91.93% |
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