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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 | 18.18% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 50,000 | 60,000 | 11.58% | 11.65% |
| 19/11/2024 | 18.15% | 0.05 | 0.06 | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 50,187 | 60,187 | 93.14% | 93.14% |
| 18/11/2024 | 14.30% | 0.06 | 0.07 | 750,000 | 750,000 | 750,000 | 750,000 | 48,953 | 56,453 | 88.44% | 88.44% |
| 15/11/2024 | 11.71% | 0.08 | 0.09 | 750,000 | 750,000 | 750,000 | 750,000 | 60,325 | 67,825 | 100.00% | 100.00% |
| 14/11/2024 | 10.14% | 0.08 | 0.09 | 500,000 | 500,000 | 500,000 | 500,000 | 47,230 | 52,230 | 86.37% | 86.37% |
| 13/11/2024 | 10.57% | 0.09 | 0.10 | 500,000 | 500,000 | 497,042 | 497,042 | 44,576 | 49,546 | 99.32% | 99.32% |
| 12/11/2024 | 11.11% | 0.09 | 0.10 | 750,000 | 750,000 | 750,000 | 750,000 | 63,994 | 71,494 | 100.00% | 100.00% |
| 11/11/2024 | 21.18% | 0.07 | 0.08 | 500,000 | 500,000 | 412,557 | 412,557 | 27,404 | 32,877 | 100.00% | 100.00% |
| 08/11/2024 | 7.37% | 0.13 | 0.14 | 500,000 | 500,000 | 500,000 | 500,000 | 65,522 | 70,522 | 100.00% | 100.00% |
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