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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 | 2.84% | 0.35 | 0.36 | 150,000 | 75,000 | 150,000 | 75,000 | 52,167 | 26,834 | 11.58% | 11.65% |
| 19/11/2024 | 2.96% | 0.35 | 0.36 | 150,000 | 75,000 | 156,655 | 75,000 | 52,126 | 25,721 | 100.00% | 100.00% |
| 18/11/2024 | 2.82% | 0.34 | 0.35 | 150,000 | 75,000 | 149,597 | 75,000 | 52,268 | 26,957 | 100.00% | 100.00% |
| 15/11/2024 | 3.29% | 0.35 | 0.36 | 150,000 | 75,000 | 88,976 | 55,297 | 31,428 | 20,134 | 94.50% | 94.50% |
| 14/11/2024 | 2.74% | 0.35 | 0.36 | 150,000 | 75,000 | 142,855 | 75,000 | 51,445 | 27,775 | 99.22% | 99.22% |
| 13/11/2024 | 2.49% | 0.40 | 0.41 | 130,000 | 75,000 | 130,488 | 74,160 | 52,411 | 30,530 | 99.36% | 99.36% |
| 12/11/2024 | 2.97% | 0.36 | 0.37 | 140,000 | 75,000 | 157,544 | 75,000 | 52,299 | 25,658 | 100.00% | 100.00% |
| 11/11/2024 | 2.85% | 0.34 | 0.35 | 150,000 | 75,000 | 148,849 | 75,000 | 51,455 | 26,686 | 49.32% | 49.32% |
| 08/11/2024 | 2.70% | 0.36 | 0.37 | 140,000 | 75,000 | 140,866 | 75,000 | 51,548 | 28,203 | 100.00% | 100.00% |
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