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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 | 4.91% | 0.19 | 0.20 | 193,360 | 75,000 | 192,354 | 75,000 | 38,236 | 15,661 | 11.58% | 11.65% |
| 19/11/2024 | 4.55% | 0.19 | 0.20 | 192,585 | 75,000 | 189,969 | 75,000 | 40,813 | 16,865 | 87.69% | 87.69% |
| 18/11/2024 | 4.94% | 0.21 | 0.22 | 191,658 | 75,000 | 193,478 | 75,000 | 38,247 | 15,577 | 100.00% | 100.00% |
| 15/11/2024 | 5.80% | 0.20 | 0.21 | 193,420 | 75,000 | 111,922 | 55,297 | 21,694 | 11,376 | 94.50% | 94.50% |
| 14/11/2024 | 5.21% | 0.20 | 0.21 | 193,799 | 75,000 | 195,542 | 75,000 | 36,615 | 14,797 | 99.22% | 99.22% |
| 13/11/2024 | 6.70% | 0.15 | 0.16 | 200,143 | 75,000 | 199,874 | 74,160 | 28,908 | 11,475 | 99.36% | 99.36% |
| 12/11/2024 | 4.51% | 0.19 | 0.20 | 192,835 | 75,000 | 189,278 | 75,000 | 41,063 | 17,023 | 100.00% | 100.00% |
| 11/11/2024 | 4.70% | 0.22 | 0.23 | 189,340 | 75,000 | 190,080 | 75,000 | 39,525 | 16,349 | 100.00% | 100.00% |
| 08/11/2024 | 5.36% | 0.19 | 0.20 | 191,020 | 75,000 | 192,370 | 75,000 | 34,967 | 14,385 | 100.00% | 100.00% |
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