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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 | 1.37% | 21.88 | 22.22 | 6,419 | 2,000 | 6,414 | 2,000 | 140,488 | 44,411 | 11.58% | 11.65% |
| 19/11/2024 | 1.91% | 16.25 | 16.55 | 6,648 | 2,000 | 6,678 | 2,000 | 103,913 | 31,725 | 100.00% | 100.00% |
| 18/11/2024 | 1.84% | 17.12 | 17.42 | 6,555 | 2,000 | 6,590 | 2,000 | 107,737 | 33,305 | 100.00% | 100.00% |
| 15/11/2024 | 1.89% | 16.87 | 17.21 | 5,919 | 2,000 | 5,894 | 2,000 | 105,362 | 36,439 | 100.00% | 100.00% |
| 14/11/2024 | 1.93% | 18.93 | 19.31 | 5,363 | 2,000 | 5,365 | 2,000 | 103,439 | 39,314 | 99.52% | 99.52% |
| 13/11/2024 | 1.74% | 20.53 | 20.90 | 5,495 | 2,000 | 5,477 | 1,978 | 115,023 | 42,261 | 99.32% | 99.32% |
| 12/11/2024 | 2.06% | 21.20 | 21.74 | 3,776 | 1,000 | 3,724 | 1,000 | 96,755 | 26,529 | 100.00% | 100.00% |
| 11/11/2024 | 1.48% | 30.28 | 30.73 | 4,288 | 1,000 | 4,284 | 1,000 | 130,190 | 30,843 | 100.00% | 100.00% |
| 08/11/2024 | 1.82% | 26.41 | 26.87 | 4,245 | 1,000 | 4,252 | 1,000 | 107,299 | 25,700 | 100.00% | 100.00% |
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