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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 | - | - |
| 20/11/2024 | 2.06% | 0.49 | 0.50 | 110,000 | 75,000 | 110,000 | 75,000 | 52,911 | 36,826 | 11.58% | 11.65% |
| 19/11/2024 | 2.13% | 0.49 | 0.50 | 110,000 | 75,000 | 110,395 | 75,000 | 51,313 | 35,615 | 100.00% | 100.00% |
| 18/11/2024 | 2.05% | 0.47 | 0.48 | 110,000 | 75,000 | 110,000 | 75,000 | 53,054 | 36,923 | 100.00% | 100.00% |
| 15/11/2024 | 2.94% | 0.48 | 0.49 | 110,000 | 75,000 | 70,067 | 54,389 | 34,024 | 27,102 | 99.59% | 99.59% |
| 14/11/2024 | 2.01% | 0.48 | 0.49 | 110,000 | 75,000 | 106,530 | 75,000 | 52,451 | 37,703 | 99.22% | 99.22% |
| 13/11/2024 | 1.85% | 0.53 | 0.54 | 100,000 | 75,000 | 100,000 | 74,160 | 53,554 | 40,446 | 99.36% | 99.36% |
| 12/11/2024 | 2.13% | 0.49 | 0.50 | 110,000 | 75,000 | 110,442 | 75,000 | 51,287 | 35,583 | 100.00% | 100.00% |
| 11/11/2024 | 2.09% | 0.46 | 0.47 | 110,000 | 75,000 | 110,000 | 75,000 | 52,004 | 36,207 | 100.00% | 100.00% |
| 08/11/2024 | 1.98% | 0.49 | 0.50 | 110,000 | 75,000 | 101,905 | 75,000 | 50,941 | 38,256 | 100.00% | 100.00% |
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