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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 | - | - |
| 31/10/2024 | 3.78% | 0.04 | 0.09 | 300,000 | 300,000 | 300,000 | 300,000 | 83,740 | 86,740 | 77.49% | 82.80% |
| 30/10/2024 | 1.64% | 0.53 | 0.54 | 300,000 | 300,000 | 300,000 | 300,000 | 184,102 | 187,102 | 100.00% | 100.00% |
| 29/10/2024 | 1.07% | 0.79 | 0.80 | 300,000 | 300,000 | 300,000 | 300,000 | 278,742 | 281,742 | 100.00% | 100.00% |
| 28/10/2024 | 0.99% | 1.07 | 1.08 | 300,000 | 300,000 | 300,000 | 300,000 | 302,975 | 305,975 | 100.00% | 100.00% |
| 25/10/2024 | 1.07% | 0.95 | 0.96 | 300,000 | 300,000 | 300,000 | 300,000 | 280,264 | 283,264 | 100.00% | 100.00% |
| 24/10/2024 | 1.00% | 0.96 | 0.97 | 300,000 | 300,000 | 300,000 | 300,000 | 299,299 | 302,299 | 99.57% | 99.57% |
| 23/10/2024 | 1.10% | 0.88 | 0.89 | 300,000 | 300,000 | 300,000 | 300,000 | 271,062 | 274,062 | 100.00% | 100.00% |
| 22/10/2024 | 1.10% | 0.92 | 0.93 | 300,000 | 300,000 | 300,000 | 300,000 | 271,133 | 274,133 | 100.00% | 100.00% |
| 21/10/2024 | 0.85% | 1.11 | 1.12 | 300,000 | 300,000 | 300,000 | 300,000 | 353,643 | 356,643 | 100.00% | 100.00% |
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