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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 | 2.76% | 0.36 | 0.37 | 140,000 | 75,000 | 142,141 | 75,000 | 50,850 | 27,589 | 11.58% | 11.65% |
| 19/11/2024 | 2.87% | 0.37 | 0.38 | 140,000 | 75,000 | 149,772 | 75,000 | 51,523 | 26,561 | 100.00% | 100.00% |
| 18/11/2024 | 2.73% | 0.35 | 0.36 | 150,000 | 75,000 | 140,974 | 75,000 | 51,017 | 27,898 | 100.00% | 100.00% |
| 15/11/2024 | 3.78% | 0.36 | 0.37 | 140,000 | 75,000 | 86,145 | 55,297 | 31,469 | 20,866 | 94.50% | 94.50% |
| 14/11/2024 | 2.66% | 0.36 | 0.37 | 140,000 | 75,000 | 139,400 | 75,000 | 51,788 | 28,619 | 99.22% | 99.22% |
| 13/11/2024 | 2.38% | 0.41 | 0.42 | 130,000 | 75,000 | 124,492 | 74,160 | 51,573 | 31,471 | 99.36% | 99.36% |
| 12/11/2024 | 2.87% | 0.37 | 0.38 | 140,000 | 75,000 | 150,102 | 75,000 | 51,629 | 26,553 | 100.00% | 100.00% |
| 11/11/2024 | 2.81% | 0.34 | 0.35 | 150,000 | 75,000 | 147,610 | 75,000 | 51,838 | 27,107 | 100.00% | 100.00% |
| 08/11/2024 | 2.61% | 0.37 | 0.38 | 140,000 | 75,000 | 138,356 | 75,000 | 52,307 | 29,115 | 100.00% | 100.00% |
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