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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 | 2.48% | 0.40 | 0.41 | 130,000 | 75,000 | 130,000 | 75,000 | 51,722 | 30,589 | 11.58% | 11.65% |
| 19/11/2024 | 2.58% | 0.40 | 0.41 | 130,000 | 75,000 | 136,440 | 75,000 | 52,270 | 29,499 | 100.00% | 100.00% |
| 18/11/2024 | 2.46% | 0.39 | 0.40 | 130,000 | 75,000 | 130,000 | 75,000 | 52,129 | 30,824 | 100.00% | 100.00% |
| 15/11/2024 | 3.18% | 0.40 | 0.41 | 130,000 | 75,000 | 81,310 | 55,297 | 32,804 | 22,955 | 94.50% | 94.50% |
| 14/11/2024 | 2.41% | 0.40 | 0.41 | 130,000 | 75,000 | 127,038 | 75,000 | 52,176 | 31,573 | 99.22% | 99.22% |
| 13/11/2024 | 2.18% | 0.45 | 0.46 | 120,000 | 75,000 | 114,492 | 74,160 | 52,007 | 34,437 | 99.36% | 99.36% |
| 12/11/2024 | 2.58% | 0.41 | 0.42 | 130,000 | 75,000 | 136,850 | 75,000 | 52,392 | 29,477 | 100.00% | 100.00% |
| 11/11/2024 | 2.52% | 0.38 | 0.39 | 140,000 | 75,000 | 132,290 | 75,000 | 51,755 | 30,107 | 100.00% | 100.00% |
| 08/11/2024 | 2.36% | 0.41 | 0.42 | 130,000 | 75,000 | 122,935 | 75,000 | 51,383 | 32,115 | 100.00% | 100.00% |
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