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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 | 3.20% | 0.31 | 0.32 | 170,000 | 75,000 | 170,000 | 75,000 | 52,336 | 23,839 | 11.58% | 11.65% |
| 19/11/2024 | 3.35% | 0.32 | 0.33 | 160,000 | 75,000 | 176,085 | 75,000 | 51,756 | 22,811 | 100.00% | 100.00% |
| 18/11/2024 | 3.16% | 0.30 | 0.31 | 170,000 | 75,000 | 167,050 | 75,000 | 52,092 | 24,148 | 100.00% | 100.00% |
| 15/11/2024 | 4.37% | 0.31 | 0.32 | 170,000 | 75,000 | 97,377 | 55,297 | 30,706 | 18,101 | 94.50% | 94.50% |
| 14/11/2024 | 3.06% | 0.31 | 0.32 | 170,000 | 75,000 | 161,689 | 75,000 | 51,960 | 24,869 | 99.22% | 99.22% |
| 13/11/2024 | 2.71% | 0.36 | 0.37 | 140,000 | 75,000 | 140,850 | 74,160 | 51,328 | 27,763 | 99.36% | 99.36% |
| 12/11/2024 | 3.35% | 0.32 | 0.33 | 160,000 | 75,000 | 175,860 | 75,000 | 51,681 | 22,803 | 100.00% | 100.00% |
| 11/11/2024 | 3.27% | 0.29 | 0.30 | 180,000 | 75,000 | 170,961 | 75,000 | 51,481 | 23,357 | 100.00% | 100.00% |
| 08/11/2024 | 3.00% | 0.32 | 0.33 | 160,000 | 75,000 | 158,863 | 75,000 | 52,110 | 25,365 | 100.00% | 100.00% |
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