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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 | 3.81% | 0.25 | 0.26 | 193,360 | 75,000 | 192,267 | 75,000 | 49,590 | 20,097 | 10.59% | 10.66% |
| 19/11/2024 | 3.56% | 0.25 | 0.26 | 192,769 | 75,000 | 183,391 | 75,000 | 50,617 | 21,465 | 84.42% | 84.42% |
| 18/11/2024 | 3.81% | 0.27 | 0.28 | 190,000 | 75,000 | 193,573 | 75,000 | 49,854 | 20,067 | 96.31% | 96.31% |
| 15/11/2024 | 4.68% | 0.26 | 0.27 | 194,540 | 75,000 | 112,043 | 55,297 | 28,714 | 14,844 | 94.50% | 94.50% |
| 14/11/2024 | 3.83% | 0.26 | 0.27 | 194,190 | 75,000 | 194,555 | 75,000 | 49,836 | 19,962 | 41.46% | 41.46% |
| 13/11/2024 | 4.73% | 0.21 | 0.22 | 200,128 | 75,000 | 199,926 | 74,160 | 41,299 | 16,069 | 99.36% | 99.36% |
| 12/11/2024 | 3.54% | 0.25 | 0.26 | 192,932 | 75,000 | 182,586 | 75,000 | 50,690 | 21,582 | 75.90% | 75.90% |
| 11/11/2024 | 3.74% | 0.27 | 0.28 | 190,000 | 75,000 | 190,966 | 75,000 | 50,181 | 20,461 | 46.28% | 46.28% |
| 08/11/2024 | 4.02% | 0.25 | 0.26 | 191,408 | 75,000 | 192,355 | 75,000 | 46,923 | 19,048 | 100.00% | 100.00% |
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