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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 | 3.51% | 0.26 | 0.27 | 200,000 | 25,000 | 183,497 | 25,000 | 51,292 | 7,245 | 11.58% | 11.65% |
| 19/11/2024 | 4.19% | 0.23 | 0.24 | 220,000 | 25,000 | 203,132 | 25,000 | 50,998 | 6,585 | 84.94% | 84.94% |
| 18/11/2024 | 3.76% | 0.30 | 0.31 | 170,000 | 25,000 | 196,139 | 25,000 | 51,271 | 6,797 | 100.00% | 100.00% |
| 15/11/2024 | 6.03% | 0.27 | 0.28 | 190,000 | 25,000 | 117,759 | 20,442 | 34,275 | 6,313 | 100.00% | 100.00% |
| 14/11/2024 | 3.11% | 0.32 | 0.33 | 160,000 | 25,000 | 163,627 | 25,000 | 51,785 | 8,209 | 99.44% | 99.44% |
| 13/11/2024 | 4.21% | 0.22 | 0.23 | 230,000 | 25,000 | 214,785 | 24,964 | 50,694 | 6,164 | 98.88% | 98.88% |
| 12/11/2024 | 4.10% | 0.23 | 0.24 | 220,000 | 25,000 | 193,368 | 25,000 | 51,287 | 6,925 | 100.00% | 100.00% |
| 11/11/2024 | 3.42% | 0.32 | 0.33 | 160,000 | 25,000 | 155,827 | 25,000 | 51,876 | 8,626 | 100.00% | 100.00% |
| 08/11/2024 | 4.10% | 0.33 | 0.34 | 160,000 | 20,000 | 142,397 | 20,000 | 51,366 | 7,545 | 100.00% | 100.00% |
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