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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 | 1.69% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 75,000 | 52,791 | 44,743 | 11.58% | 11.65% |
| 19/11/2024 | 1.74% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 75,000 | 51,186 | 43,405 | 100.00% | 100.00% |
| 18/11/2024 | 1.69% | 0.58 | 0.59 | 90,000 | 75,000 | 90,000 | 75,000 | 52,904 | 44,837 | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 0.59 | 0.60 | 90,000 | 75,000 | 62,416 | 55,297 | 36,956 | 33,331 | 94.50% | 94.50% |
| 14/11/2024 | 1.66% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 75,000 | 53,725 | 45,521 | 99.22% | 99.22% |
| 13/11/2024 | 1.55% | 0.64 | 0.65 | 80,000 | 75,000 | 80,488 | 74,160 | 51,434 | 48,136 | 99.36% | 99.36% |
| 12/11/2024 | 1.74% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 75,000 | 51,155 | 43,379 | 100.00% | 100.00% |
| 11/11/2024 | 1.72% | 0.56 | 0.57 | 90,000 | 75,000 | 90,000 | 75,000 | 51,828 | 43,940 | 100.00% | 100.00% |
| 08/11/2024 | 1.64% | 0.59 | 0.60 | 90,000 | 75,000 | 90,000 | 75,000 | 54,385 | 46,071 | 100.00% | 100.00% |
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