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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 | 1.37% | 0.75 | 0.76 | 280,000 | 280,000 | 280,000 | 280,000 | 203,184 | 205,984 | 100.00% | 100.00% |
| 25/10/2024 | 2.12% | 0.45 | 0.46 | 260,000 | 260,000 | 260,000 | 260,000 | 121,978 | 124,578 | 100.00% | 100.00% |
| 24/10/2024 | 2.42% | 0.52 | 0.53 | 280,000 | 280,000 | 280,000 | 280,000 | 115,525 | 118,325 | 100.00% | 100.00% |
| 23/10/2024 | 2.16% | 0.48 | 0.49 | 290,000 | 290,000 | 290,000 | 290,000 | 133,484 | 136,384 | 100.00% | 100.00% |
| 22/10/2024 | 2.00% | 0.42 | 0.43 | 270,000 | 270,000 | 270,000 | 270,000 | 134,673 | 137,373 | 100.00% | 100.00% |
| 21/10/2024 | 1.77% | 0.58 | 0.59 | 270,000 | 270,000 | 270,000 | 270,000 | 151,355 | 154,055 | 100.00% | 100.00% |
| 18/10/2024 | 1.78% | 0.68 | 0.69 | 290,000 | 290,000 | 290,000 | 290,000 | 162,734 | 165,634 | 100.00% | 100.00% |
| 17/10/2024 | 1.82% | 0.55 | 0.56 | 290,000 | 290,000 | 290,000 | 290,000 | 158,118 | 161,018 | 100.00% | 100.00% |
| 16/10/2024 | 1.75% | 0.61 | 0.62 | 300,000 | 300,000 | 300,000 | 300,000 | 169,863 | 172,863 | 100.00% | 100.00% |
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