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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 1.03% | 96.55 % | 97.55 % | 100,000 | 100,000 | 27,241 | 27,241 | 26,322 USD | 26,594 USD | 97.86% | 97.86% |
| 19/11/2024 | 1.03% | 96.60 % | 97.60 % | 100,000 | 100,000 | 27,865 | 27,865 | 26,854 USD | 27,133 USD | 94.45% | 94.45% |
| 18/11/2024 | 1.04% | 95.60 % | 96.60 % | 100,000 | 100,000 | 27,302 | 27,302 | 26,099 USD | 26,372 USD | 97.52% | 97.52% |
| 15/11/2024 | 1.05% | 94.75 % | 95.75 % | 100,000 | 100,000 | 27,083 | 27,083 | 25,678 USD | 25,949 USD | 98.77% | 98.77% |
| 14/11/2024 | 1.05% | 95.20 % | 96.20 % | 100,000 | 100,000 | 63,735 | 63,735 | 60,706 USD | 61,344 USD | 28.57% | 28.57% |
| 13/11/2024 | 1.04% | 94.95 % | 95.95 % | 100,000 | 100,000 | 28,723 | 28,723 | 27,331 USD | 27,618 USD | 90.11% | 90.11% |
| 12/11/2024 | 1.04% | 95.70 % | 96.70 % | 100,000 | 100,000 | 27,148 | 27,148 | 25,998 USD | 26,269 USD | 98.40% | 98.40% |
| 11/11/2024 | 1.02% | 97.70 % | 98.70 % | 10,000 | 10,000 | 10,000 | 10,000 | 9,770 USD | 9,870 USD | 88.20% | 88.20% |
| 08/11/2024 | 1.02% | 97.60 % | 98.60 % | 100,000 | 100,000 | 27,158 | 27,158 | 26,505 USD | 26,777 USD | 98.34% | 98.34% |
| 07/11/2024 | 1.02% | 97.65 % | 98.65 % | 100,000 | 100,000 | 100,000 | 100,000 | 97,485 USD | 98,485 USD | 13.90% | 13.90% |
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