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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 | 1.89% | 0.53 | 0.54 | 100,000 | 75,000 | 100,000 | 75,000 | 52,320 | 39,990 | 11.58% | 11.65% |
| 19/11/2024 | 1.95% | 0.53 | 0.54 | 100,000 | 75,000 | 100,016 | 75,000 | 50,811 | 38,853 | 100.00% | 100.00% |
| 18/11/2024 | 1.88% | 0.51 | 0.52 | 100,000 | 75,000 | 100,000 | 75,000 | 52,704 | 40,278 | 100.00% | 100.00% |
| 15/11/2024 | 2.33% | 0.52 | 0.53 | 100,000 | 75,000 | 65,648 | 54,389 | 34,723 | 29,398 | 99.59% | 99.59% |
| 14/11/2024 | 1.85% | 0.53 | 0.54 | 100,000 | 75,000 | 100,000 | 75,000 | 53,619 | 40,964 | 99.22% | 99.22% |
| 13/11/2024 | 1.72% | 0.57 | 0.58 | 90,000 | 75,000 | 90,481 | 74,160 | 52,295 | 43,605 | 99.36% | 99.36% |
| 12/11/2024 | 1.95% | 0.53 | 0.54 | 100,000 | 75,000 | 100,000 | 75,000 | 50,669 | 38,752 | 100.00% | 100.00% |
| 11/11/2024 | 1.92% | 0.50 | 0.51 | 100,000 | 75,000 | 100,000 | 75,000 | 51,526 | 39,394 | 100.00% | 100.00% |
| 08/11/2024 | 1.83% | 0.53 | 0.54 | 100,000 | 75,000 | 99,896 | 75,000 | 54,111 | 41,377 | 100.00% | 100.00% |
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