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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 | 4.12% | 0.24 | 0.25 | 192,152 | 75,000 | 191,884 | 75,000 | 45,643 | 18,589 | 11.58% | 11.65% |
| 19/11/2024 | 4.38% | 0.24 | 0.25 | 191,600 | 75,000 | 189,917 | 75,000 | 42,418 | 17,499 | 100.00% | 100.00% |
| 18/11/2024 | 4.07% | 0.23 | 0.24 | 191,658 | 75,000 | 193,588 | 75,000 | 46,656 | 18,824 | 100.00% | 100.00% |
| 15/11/2024 | 5.22% | 0.24 | 0.25 | 194,540 | 75,000 | 112,043 | 55,297 | 27,303 | 14,108 | 94.50% | 94.50% |
| 14/11/2024 | 3.91% | 0.24 | 0.25 | 194,190 | 75,000 | 195,239 | 75,000 | 48,999 | 19,573 | 99.22% | 99.22% |
| 13/11/2024 | 3.35% | 0.29 | 0.30 | 180,000 | 75,000 | 175,731 | 74,160 | 51,535 | 22,497 | 99.36% | 99.36% |
| 12/11/2024 | 4.39% | 0.25 | 0.26 | 192,835 | 75,000 | 189,278 | 75,000 | 42,219 | 17,477 | 100.00% | 100.00% |
| 11/11/2024 | 4.14% | 0.23 | 0.24 | 190,680 | 75,000 | 191,269 | 75,000 | 45,286 | 18,506 | 49.32% | 49.32% |
| 08/11/2024 | 3.83% | 0.25 | 0.26 | 191,408 | 75,000 | 191,954 | 75,000 | 49,146 | 19,953 | 100.00% | 100.00% |
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