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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 | - | - |
| 28/10/2024 | 0.86% | 1.18 | 1.19 | 260,000 | 260,000 | 260,000 | 260,000 | 301,586 | 304,186 | 100.00% | 100.00% |
| 25/10/2024 | 1.11% | 0.88 | 0.89 | 260,000 | 260,000 | 260,000 | 260,000 | 233,995 | 236,595 | 100.00% | 100.00% |
| 24/10/2024 | 1.19% | 0.95 | 0.96 | 260,000 | 260,000 | 260,000 | 260,000 | 217,413 | 220,013 | 99.85% | 99.85% |
| 23/10/2024 | 1.12% | 0.91 | 0.92 | 260,000 | 260,000 | 260,000 | 260,000 | 230,819 | 233,419 | 99.79% | 99.79% |
| 22/10/2024 | 1.08% | 0.84 | 0.85 | 260,000 | 260,000 | 260,000 | 260,000 | 240,745 | 243,345 | 100.00% | 100.00% |
| 21/10/2024 | 1.01% | 1.01 | 1.02 | 260,000 | 260,000 | 260,000 | 260,000 | 257,025 | 259,625 | 99.82% | 99.82% |
| 18/10/2024 | 1.01% | 1.10 | 1.11 | 260,000 | 260,000 | 260,000 | 260,000 | 255,625 | 258,225 | 100.00% | 100.00% |
| 17/10/2024 | 1.03% | 0.97 | 0.98 | 260,000 | 260,000 | 260,000 | 260,000 | 250,070 | 252,670 | 100.00% | 100.00% |
| 16/10/2024 | 1.02% | 1.03 | 1.04 | 270,000 | 270,000 | 270,000 | 270,000 | 263,983 | 266,683 | 100.00% | 100.00% |
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