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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 | 2.45% | 0.41 | 0.42 | 130,000 | 75,000 | 130,000 | 75,000 | 52,416 | 30,990 | 11.58% | 11.65% |
| 19/11/2024 | 2.54% | 0.41 | 0.42 | 130,000 | 75,000 | 133,964 | 75,000 | 52,041 | 29,905 | 100.00% | 100.00% |
| 18/11/2024 | 2.42% | 0.40 | 0.41 | 130,000 | 75,000 | 129,875 | 75,000 | 52,964 | 31,337 | 100.00% | 100.00% |
| 15/11/2024 | 2.71% | 0.40 | 0.41 | 130,000 | 75,000 | 80,476 | 55,297 | 32,975 | 23,255 | 94.50% | 94.50% |
| 14/11/2024 | 2.37% | 0.41 | 0.42 | 130,000 | 75,000 | 125,095 | 75,000 | 52,118 | 32,021 | 99.22% | 99.22% |
| 13/11/2024 | 2.16% | 0.45 | 0.46 | 120,000 | 75,000 | 113,237 | 74,160 | 51,840 | 34,706 | 99.36% | 99.36% |
| 12/11/2024 | 2.54% | 0.41 | 0.42 | 130,000 | 75,000 | 132,453 | 75,000 | 51,422 | 29,879 | 100.00% | 100.00% |
| 11/11/2024 | 2.50% | 0.38 | 0.39 | 140,000 | 75,000 | 130,806 | 75,000 | 51,690 | 30,394 | 100.00% | 100.00% |
| 08/11/2024 | 2.34% | 0.41 | 0.42 | 130,000 | 75,000 | 121,820 | 75,000 | 51,350 | 32,377 | 100.00% | 100.00% |
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