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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 | 9.46% | 0.11 | 0.12 | 193,360 | 75,000 | 192,354 | 75,000 | 19,470 | 8,339 | 11.58% | 11.65% |
| 19/11/2024 | 10.97% | 0.11 | 0.12 | 192,585 | 75,000 | 190,106 | 75,000 | 16,517 | 7,264 | 74.34% | 87.69% |
| 18/11/2024 | 9.03% | 0.09 | 0.10 | 191,658 | 75,000 | 193,607 | 75,000 | 20,555 | 8,711 | 100.00% | 100.00% |
| 15/11/2024 | 11.97% | 0.10 | 0.11 | 193,420 | 75,000 | 111,919 | 55,297 | 12,097 | 6,611 | 94.50% | 94.50% |
| 14/11/2024 | 8.37% | 0.10 | 0.11 | 193,517 | 75,000 | 195,372 | 75,000 | 22,507 | 9,387 | 99.22% | 99.22% |
| 13/11/2024 | 6.19% | 0.15 | 0.16 | 199,841 | 75,000 | 200,177 | 74,160 | 31,459 | 12,381 | 99.36% | 99.36% |
| 12/11/2024 | 10.93% | 0.11 | 0.12 | 192,383 | 75,000 | 189,561 | 75,000 | 16,475 | 7,267 | 91.47% | 100.00% |
| 11/11/2024 | 10.23% | 0.08 | 0.09 | 188,905 | 75,000 | 190,168 | 75,000 | 17,766 | 7,753 | 97.18% | 100.00% |
| 08/11/2024 | 7.99% | 0.11 | 0.12 | 191,762 | 75,000 | 192,422 | 75,000 | 23,176 | 9,782 | 100.00% | 100.00% |
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