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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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 20/11/2024 | 0.55% | 95.90 % | 96.40 % | 500,000 | 500,000 | 145,591 | 145,591 | 139,717 USD | 140,446 USD | 99.65% | 99.65% |
| 19/11/2024 | 0.68% | 95.80 % | 96.30 % | 500,000 | 500,000 | 121,373 | 121,373 | 116,136 USD | 116,917 USD | 100.00% | 100.00% |
| 18/11/2024 | 0.54% | 95.70 % | 96.20 % | 500,000 | 500,000 | 146,698 | 146,698 | 139,904 USD | 140,639 USD | 99.78% | 99.78% |
| 15/11/2024 | 0.53% | 95.60 % | 96.10 % | 500,000 | 500,000 | 147,356 | 147,356 | 141,323 USD | 142,061 USD | 100.00% | 100.00% |
| 14/11/2024 | 0.86% | 97.10 % | 98.60 % | 250,000 | 250,000 | 91,189 | 91,189 | 88,508 USD | 89,550 USD | 98.28% | 98.28% |
| 13/11/2024 | 0.53% | 97.10 % | 97.60 % | 500,000 | 500,000 | 144,845 | 144,845 | 140,700 USD | 141,428 USD | 100.00% | 100.00% |
| 12/11/2024 | 0.53% | 97.30 % | 97.80 % | 500,000 | 500,000 | 144,614 | 144,614 | 141,110 USD | 141,838 USD | 100.00% | 100.00% |
| 11/11/2024 | 0.52% | 97.20 % | 97.70 % | 500,000 | 500,000 | 144,962 | 144,962 | 141,090 USD | 141,818 USD | 100.00% | 100.00% |
| 08/11/2024 | 0.53% | 97.40 % | 97.90 % | 500,000 | 500,000 | 144,556 | 144,556 | 140,953 USD | 141,680 USD | 100.00% | 100.00% |
| 07/11/2024 | 0.53% | 97.70 % | 98.20 % | 500,000 | 500,000 | 145,516 | 145,516 | 141,631 USD | 142,362 USD | 99.23% | 99.23% |
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