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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 | - | - |
| 05/11/2024 | 1.38% | 0.72 | 0.73 | 75,000 | 75,000 | 76,447 | 75,000 | 54,810 | 54,533 | 100.00% | 100.00% |
| 04/11/2024 | 1.40% | 0.72 | 0.71 | 75,000 | 75,000 | 77,892 | 75,000 | 55,398 | 54,108 | 38.93% | 100.00% |
| 01/11/2024 | 1.42% | 0.68 | 0.69 | 80,000 | 75,000 | 78,939 | 74,495 | 55,323 | 52,978 | 99.49% | 99.49% |
| 31/10/2024 | 1.45% | 0.69 | 0.70 | 80,000 | 75,000 | 80,000 | 75,000 | 54,954 | 52,270 | 98.17% | 98.17% |
| 30/10/2024 | 1.44% | 0.67 | 0.68 | 80,000 | 75,000 | 80,000 | 75,000 | 54,979 | 52,293 | 97.18% | 97.18% |
| 29/10/2024 | 1.47% | 0.67 | 0.68 | 80,000 | 75,000 | 80,000 | 75,000 | 54,167 | 51,532 | 100.00% | 100.00% |
| 28/10/2024 | 1.44% | 0.67 | 0.68 | 80,000 | 50,000 | 80,000 | 50,000 | 55,256 | 35,035 | 100.00% | 100.00% |
| 25/10/2024 | 1.99% | 0.69 | 0.70 | 80,000 | 50,000 | 44,099 | 33,681 | 30,629 | 23,896 | 99.43% | 99.43% |
| 24/10/2024 | 2.22% | 0.73 | 0.75 | 25,000 | 25,000 | 24,866 | 24,866 | 17,369 | 17,758 | 99.37% | 99.37% |
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