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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 | 5.69% | 0.18 | 0.19 | 193,360 | 75,000 | 192,479 | 75,000 | 32,920 | 13,576 | 11.58% | 11.65% |
| 19/11/2024 | 6.27% | 0.18 | 0.19 | 192,769 | 75,000 | 190,011 | 75,000 | 29,433 | 12,365 | 100.00% | 100.00% |
| 18/11/2024 | 5.65% | 0.16 | 0.17 | 191,658 | 75,000 | 193,478 | 75,000 | 33,340 | 13,673 | 100.00% | 100.00% |
| 15/11/2024 | 7.95% | 0.17 | 0.18 | 193,420 | 75,000 | 111,922 | 55,297 | 19,689 | 10,387 | 94.50% | 94.50% |
| 14/11/2024 | 5.34% | 0.17 | 0.18 | 193,799 | 75,000 | 195,542 | 75,000 | 35,735 | 14,453 | 99.22% | 99.22% |
| 13/11/2024 | 4.34% | 0.22 | 0.23 | 200,143 | 75,000 | 199,874 | 74,160 | 45,090 | 17,456 | 99.36% | 99.36% |
| 12/11/2024 | 6.28% | 0.18 | 0.19 | 192,598 | 75,000 | 189,458 | 75,000 | 29,264 | 12,333 | 100.00% | 100.00% |
| 11/11/2024 | 6.00% | 0.15 | 0.16 | 189,340 | 75,000 | 190,080 | 75,000 | 30,804 | 12,901 | 100.00% | 100.00% |
| 08/11/2024 | 5.13% | 0.18 | 0.19 | 190,764 | 75,000 | 192,439 | 75,000 | 36,581 | 15,006 | 100.00% | 100.00% |
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